+17.7%
INTC vs CP
+24.4%
-6.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.7% | +9.4% | +8.5% |
| 7D | -14.4% | +2.8% | -17.2% | -15.7% |
| 30D | -50.2% | +10.2% | -60.5% | -53.0% |
| 3M | -43.6% | +2.4% | -46.0% | -44.7% |
| 6M | -50.2% | +7.7% | -57.9% | -53.0% |
| YTD | +52.5% | +26.0% | +26.5% | +30.8% |
| 1Y | +51.1% | +34.6% | +16.5% | +24.4% |
| 3Y | +50.3% | +26.7% | +23.6% | +26.1% |
| All | +17.7% | +24.4% | -6.6% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling