+327.5%
INTC vs CP
+20.8%
+306.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.5% | +9.6% | +9.1% |
| 7D | +17.4% | +2.4% | +15.0% | +17.1% |
| 30D | +2.8% | -0.5% | +3.3% | +2.9% |
| 3M | -5.3% | +1.4% | -6.7% | -5.6% |
| 6M | +140.6% | +10.3% | +130.3% | +131.5% |
| YTD | +183.1% | +24.3% | +158.8% | +171.0% |
| All | +327.5% | +20.8% | +306.6% | +310.9% |
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 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