+155.1%
INTC vs CP
+19.6%
+135.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.4% |
| 7D | +7.1% | -2.7% | +9.8% | +8.4% |
| 30D | -5.2% | +0.2% | -5.4% | -5.3% |
| 3M | -14.3% | +2.6% | -16.9% | -16.0% |
| 6M | +110.2% | +6.0% | +104.2% | +101.9% |
| YTD | +159.6% | +24.9% | +134.7% | +127.4% |
| 1Y | +289.3% | +20.1% | +269.2% | +248.3% |
| All | +155.1% | +19.6% | +135.5% | +125.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling