+54.4%
INTC vs CP
+33.1%
+21.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +5.8% |
| 7D | -1.0% | +2.8% | -3.8% | -0.5% |
| 30D | -43.3% | +11.3% | -54.6% | -42.7% |
| 3M | -41.6% | +2.9% | -44.4% | -40.7% |
| 6M | -52.5% | +9.8% | -62.2% | -52.5% |
| YTD | +60.9% | +28.5% | +32.4% | +61.0% |
| All | +54.4% | +33.1% | +21.3% | +50.3% |
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