+111.7%
INTC vs CPB
-38.5%
+150.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.8% | +7.3% | +9.2% |
| 7D | +17.4% | -8.2% | +25.6% | +16.5% |
| 30D | +2.8% | -5.6% | +8.4% | +2.3% |
| 3M | -5.3% | +3.0% | -8.2% | -5.0% |
| 6M | +140.6% | -12.7% | +153.3% | +142.0% |
| YTD | +183.1% | -18.0% | +201.1% | +185.5% |
| 1Y | +326.8% | -31.7% | +358.5% | +336.5% |
| 3Y | +179.4% | -41.0% | +220.4% | +186.4% |
| 5Y | +111.7% | -38.4% | +150.1% | +118.0% |
| All | +111.7% | -38.5% | +150.2% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling