+57.4%
INTC vs CAI
+12.6%
+44.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -3.9% |
| 7D | -39.0% | -6.3% | -32.7% | -38.4% |
| 30D | -49.8% | +9.3% | -59.2% | -49.8% |
| 3M | -42.2% | +106.3% | -148.6% | -45.2% |
| 6M | -39.2% | +77.7% | -116.9% | -42.2% |
| YTD | +57.9% | +23.1% | +34.8% | +63.7% |
| 1Y | +57.4% | +6.5% | +50.8% | +67.6% |
| All | +57.4% | +12.6% | +44.8% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling