+366.8%
INTC vs CAI
-11.0%
+377.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +9.4% | -5.1% | +14.5% | +9.8% |
| 30D | +2.7% | +3.9% | -1.2% | +2.2% |
| 3M | -6.3% | +40.1% | -46.4% | -9.5% |
| 6M | +114.5% | +29.7% | +84.8% | +105.2% |
| YTD | +171.9% | -10.9% | +182.8% | +176.2% |
| 1Y | +305.0% | -28.0% | +333.0% | +320.7% |
| All | +366.8% | -11.0% | +377.8% | +378.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling