+9,656.7%
INTC vs CP
+7,941.4%
+1,715.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | +17.1% | +0.9% | +16.2% | +16.7% |
| 30D | -40.5% | +10.3% | -50.8% | -43.1% |
| 3M | -39.4% | +2.3% | -41.7% | -40.4% |
| 6M | -49.3% | +10.7% | -60.0% | -52.0% |
| YTD | +65.9% | +29.3% | +36.5% | +46.7% |
| 1Y | +61.5% | +31.5% | +30.1% | +41.9% |
| 3Y | +59.6% | +36.7% | +22.9% | +37.5% |
| 5Y | +31.2% | +26.8% | +4.4% | +15.7% |
| 10Y | +116.6% | +260.1% | -143.5% | +26.9% |
| All | +9,656.7% | +7,941.4% | +1,715.3% | +1,528.1% |
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