+179.4%
INTC vs CAG
-36.6%
+216.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.4% | +10.5% | +8.8% |
| 7D | +17.4% | -5.3% | +22.7% | +16.4% |
| 30D | +2.8% | +1.0% | +1.8% | +2.9% |
| 3M | -5.3% | +17.4% | -22.6% | -2.8% |
| 6M | +140.6% | -16.8% | +157.4% | +145.2% |
| YTD | +183.1% | -6.8% | +189.9% | +188.2% |
| 1Y | +326.8% | -15.4% | +342.1% | +335.8% |
| 3Y | +179.4% | -37.1% | +216.5% | +188.2% |
| All | +179.4% | -36.6% | +216.1% | +188.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling