+243.2%
INTC vs CAG
-35.7%
+278.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.9% | -5.3% |
| 7D | +9.4% | -5.9% | +15.3% | +10.1% |
| 30D | +2.7% | -1.5% | +4.2% | +2.7% |
| 3M | -6.3% | +11.5% | -17.7% | -8.0% |
| 6M | +114.5% | -15.7% | +130.1% | +119.3% |
| YTD | +171.9% | -10.2% | +182.1% | +174.0% |
| 1Y | +305.0% | -18.1% | +323.1% | +314.3% |
| 3Y | +168.3% | -39.4% | +207.7% | +187.2% |
| 5Y | +102.3% | -42.6% | +144.9% | +117.1% |
| All | +243.2% | -35.7% | +278.9% | +255.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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