+109.3%
INTC vs CLF
+92.7%
+16.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.0% | -1.5% | +4.0% |
| 7D | -1.0% | -14.1% | +13.1% | +2.2% |
| 30D | -43.3% | -5.5% | -37.7% | -42.7% |
| 3M | -41.6% | 0.0% | -41.6% | -41.9% |
| 6M | -52.5% | +11.3% | -63.7% | -54.2% |
| YTD | +60.9% | -7.7% | +68.6% | +59.3% |
| 1Y | +55.7% | +17.5% | +38.2% | +46.9% |
| 3Y | +59.2% | -25.4% | +84.6% | +54.7% |
| 5Y | +25.0% | -46.0% | +71.0% | +24.0% |
| 10Y | +109.3% | +80.1% | +29.2% | +48.2% |
| All | +109.3% | +92.7% | +16.6% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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