+379.0%
INTC vs CAI
-9.9%
+388.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.5% |
| 7D | +7.5% | -2.9% | +10.4% | +7.7% |
| 30D | +2.0% | +9.3% | -7.4% | +1.2% |
| 3M | -12.0% | +35.2% | -47.2% | -14.6% |
| 6M | +114.5% | +30.7% | +83.8% | +105.2% |
| YTD | +179.0% | -9.8% | +188.8% | +183.1% |
| 1Y | +318.3% | -28.9% | +347.1% | +336.8% |
| All | +379.0% | -9.9% | +388.9% | +390.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling