+27.8%
INTC vs CAG
-41.0%
+68.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -2.3% |
| 7D | +6.0% | -3.3% | +9.4% | +5.4% |
| 30D | -39.2% | +7.7% | -46.9% | -38.3% |
| 3M | -42.9% | -3.2% | -39.8% | -42.4% |
| 6M | -50.4% | +7.0% | -57.4% | -49.5% |
| YTD | +61.7% | -9.0% | +70.7% | +65.3% |
| 1Y | +66.1% | -9.6% | +75.7% | +69.8% |
| 3Y | +58.1% | -36.0% | +94.1% | +65.8% |
| All | +27.8% | -41.0% | +68.8% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling