+62.2%
INTC vs CAG
-37.1%
+99.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -2.7% |
| 7D | +17.1% | -6.2% | +23.3% | +14.9% |
| 30D | -40.5% | +7.4% | -47.9% | -38.9% |
| 3M | -39.4% | -1.6% | -37.8% | -38.6% |
| 6M | -49.3% | +6.3% | -55.6% | -47.6% |
| YTD | +65.9% | -10.1% | +75.9% | +70.7% |
| 1Y | +61.5% | -10.2% | +71.8% | +66.1% |
| All | +62.2% | -37.1% | +99.3% | +80.6% |
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