+15,172.7%
INTC vs CP
+7,669.4%
+7,503.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.4% |
| 7D | +7.1% | -2.7% | +9.8% | +8.2% |
| 30D | -5.2% | +0.2% | -5.4% | -5.3% |
| 3M | -14.3% | +2.6% | -16.9% | -15.7% |
| 6M | +110.2% | +6.0% | +104.2% | +104.1% |
| YTD | +159.6% | +24.9% | +134.7% | +134.5% |
| 1Y | +289.3% | +20.1% | +269.2% | +257.1% |
| 3Y | +166.1% | +16.4% | +149.7% | +145.9% |
| 5Y | +94.4% | +31.7% | +62.6% | +69.8% |
| 10Y | +227.7% | +223.9% | +3.8% | +101.2% |
| All | +15,172.7% | +7,669.4% | +7,503.3% | +2,503.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling