+106.4%
INTC vs CP
+255.2%
-148.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -4.0% | +2.8% | -6.8% | -5.5% |
| 30D | -44.5% | +11.0% | -55.5% | -48.0% |
| 3M | -40.4% | +3.8% | -44.2% | -42.2% |
| 6M | -53.5% | +9.5% | -62.9% | -56.7% |
| YTD | +57.5% | +28.2% | +29.3% | +32.7% |
| 1Y | +51.2% | +33.0% | +18.2% | +24.5% |
| 3Y | +51.6% | +35.5% | +16.0% | +21.8% |
| 5Y | +23.5% | +25.8% | -2.3% | +1.9% |
| 10Y | +106.4% | +250.7% | -144.3% | +1.0% |
| All | +106.4% | +255.2% | -148.8% | +1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling