+15,172.7%
INTC vs CAG
+604.9%
+14,567.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.4% | +4.7% |
| 7D | +7.1% | -3.8% | +10.9% | +7.9% |
| 30D | -5.2% | +3.1% | -8.3% | -6.0% |
| 3M | -14.3% | +23.5% | -37.8% | -19.0% |
| 6M | +110.2% | -14.8% | +125.0% | +115.3% |
| YTD | +159.6% | -5.4% | +165.1% | +158.4% |
| 1Y | +289.3% | -11.8% | +301.1% | +292.8% |
| 3Y | +166.1% | -36.7% | +202.7% | +186.6% |
| 5Y | +94.4% | -40.3% | +134.6% | +110.3% |
| 10Y | +227.7% | -37.0% | +264.7% | +234.9% |
| All | +15,172.7% | +604.9% | +14,567.8% | +6,789.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling