+106.4%
INTC vs CPB
-40.9%
+147.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.1% |
| 7D | -4.0% | +2.9% | -6.9% | -4.1% |
| 30D | -44.5% | +17.6% | -62.1% | -44.8% |
| 3M | -40.4% | +2.0% | -42.4% | -40.3% |
| 6M | -53.5% | +11.6% | -65.1% | -53.9% |
| YTD | +57.5% | -13.8% | +71.3% | +60.1% |
| 1Y | +51.2% | -21.6% | +72.7% | +55.6% |
| 3Y | +51.6% | -35.8% | +87.4% | +59.1% |
| 5Y | +23.5% | -33.3% | +56.8% | +26.6% |
| 10Y | +106.4% | -39.4% | +145.8% | +105.7% |
| All | +106.4% | -40.9% | +147.3% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling