+17.7%
INTC vs CLF
-51.2%
+68.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.0% | +7.3% |
| 7D | -14.4% | -19.6% | +5.2% | -9.3% |
| 30D | -50.2% | -5.0% | -45.3% | -49.7% |
| 3M | -43.6% | -6.3% | -37.3% | -43.0% |
| 6M | -50.2% | +2.8% | -53.0% | -51.6% |
| YTD | +52.5% | -13.7% | +66.2% | +52.6% |
| 1Y | +51.1% | +13.6% | +37.6% | +40.8% |
| 3Y | +50.3% | -34.0% | +84.3% | +47.6% |
| All | +17.7% | -51.2% | +68.9% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling