+253.8%
INTC vs CP
+219.6%
+34.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.5% | +9.6% | +9.3% |
| 7D | +17.4% | +2.4% | +15.0% | +15.8% |
| 30D | +2.8% | -0.5% | +3.3% | +3.0% |
| 3M | -5.3% | +1.4% | -6.7% | -6.9% |
| 6M | +140.6% | +10.3% | +130.3% | +124.9% |
| YTD | +183.1% | +24.3% | +158.8% | +144.8% |
| 1Y | +326.8% | +20.4% | +306.3% | +275.5% |
| 3Y | +179.4% | +21.8% | +157.7% | +140.6% |
| 5Y | +111.7% | +31.5% | +80.2% | +70.8% |
| 10Y | +253.8% | +223.2% | +30.6% | +73.9% |
| All | +253.8% | +219.6% | +34.2% | +73.9% |
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