+289.3%
INTC vs CAI
-31.3%
+320.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.5% |
| 7D | +7.1% | -2.2% | +9.3% | +7.2% |
| 30D | -5.2% | +52.4% | -57.6% | -7.4% |
| 3M | -14.3% | +45.1% | -59.4% | -16.1% |
| 6M | +110.2% | +26.2% | +83.9% | +105.3% |
| YTD | +159.6% | -7.1% | +166.7% | +161.8% |
| 1Y | +289.3% | -31.0% | +320.3% | +259.2% |
| All | +289.3% | -31.3% | +320.5% | +259.2% |
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