+386.1%
INTC vs CAI
-8.1%
+394.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.0% | +10.0% | +9.1% |
| 7D | +17.4% | +0.2% | +17.3% | +17.4% |
| 30D | +2.8% | +9.1% | -6.4% | +2.0% |
| 3M | -5.3% | +53.8% | -59.0% | -9.2% |
| 6M | +140.6% | +33.5% | +107.1% | +129.8% |
| YTD | +183.1% | -8.0% | +191.1% | +187.0% |
| 1Y | +326.8% | -28.7% | +355.5% | +347.0% |
| All | +386.1% | -8.1% | +394.2% | +397.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling