+16,311.0%
INTC vs CRH
+6,046.1%
+10,264.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | +7.5% | -6.1% | +13.5% | +9.1% |
| 30D | +2.0% | -9.3% | +11.2% | +4.4% |
| 3M | -12.0% | -15.2% | +3.2% | -8.6% |
| 6M | +114.5% | -14.2% | +128.8% | +122.3% |
| YTD | +179.0% | -28.3% | +207.2% | +202.2% |
| 1Y | +318.3% | -21.8% | +340.1% | +342.0% |
| 3Y | +171.2% | +71.6% | +99.6% | +135.4% |
| 5Y | +107.6% | +96.6% | +11.0% | +73.3% |
| 10Y | +258.5% | +253.8% | +4.6% | +158.3% |
| All | +16,311.0% | +6,046.1% | +10,264.9% | +9,031.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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