+57.4%
INTC vs CP
+35.2%
+22.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.5% | -7.3% | -3.2% |
| 7D | -39.0% | +5.6% | -44.6% | -38.4% |
| 30D | -49.8% | +10.0% | -59.9% | -49.4% |
| 3M | -42.2% | +4.4% | -46.6% | -41.4% |
| 6M | -39.2% | +14.1% | -53.2% | -39.8% |
| YTD | +57.9% | +29.1% | +28.9% | +56.1% |
| 1Y | +57.4% | +34.6% | +22.8% | +50.0% |
| All | +57.4% | +35.2% | +22.1% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling