+177.6%
INTC vs CAI
-14.7%
+192.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -2.0% |
| 7D | +6.0% | -8.7% | +14.7% | +7.3% |
| 30D | -39.2% | -23.8% | -15.3% | -36.3% |
| 3M | -42.9% | +3.9% | -46.8% | -41.5% |
| 6M | -50.4% | +56.8% | -107.2% | -51.3% |
| YTD | +61.7% | -14.6% | +76.3% | +69.6% |
| 1Y | +66.1% | -5.2% | +71.3% | +72.1% |
| All | +177.6% | -14.7% | +192.3% | +194.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling