+253.8%
INTC vs CLF
+108.7%
+145.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.7% | +10.7% | +9.4% |
| 7D | +17.4% | +6.5% | +10.9% | +15.9% |
| 30D | +2.8% | +0.2% | +2.5% | +2.6% |
| 3M | -5.3% | -3.1% | -2.2% | -5.4% |
| 6M | +140.6% | +25.0% | +115.6% | +127.9% |
| YTD | +183.1% | -7.5% | +190.6% | +181.4% |
| 1Y | +326.8% | +11.5% | +315.2% | +305.0% |
| 3Y | +179.4% | -13.7% | +193.1% | +165.6% |
| 5Y | +111.7% | -47.0% | +158.7% | +110.0% |
| 10Y | +253.8% | +116.3% | +137.5% | +150.0% |
| All | +253.8% | +108.7% | +145.2% | +150.0% |
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