+318.3%
INTC vs CAI
-26.7%
+345.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.6% |
| 7D | +7.5% | -2.9% | +10.4% | +7.6% |
| 30D | +2.0% | +9.3% | -7.4% | +1.5% |
| 3M | -12.0% | +35.2% | -47.2% | -13.6% |
| 6M | +114.5% | +30.7% | +83.8% | +107.6% |
| YTD | +179.0% | -9.8% | +188.8% | +181.7% |
| 1Y | +318.3% | -28.9% | +347.1% | +298.8% |
| All | +318.3% | -26.7% | +345.0% | +298.8% |
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