+430.5%
CL vs IBB
+560.8%
-130.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -2.2% | +1.4% | -3.6% | -2.5% |
| 30D | -4.8% | +10.5% | -15.3% | -7.3% |
| 3M | +4.9% | +23.6% | -18.7% | -0.6% |
| 6M | -5.7% | +22.6% | -28.3% | -10.7% |
| YTD | +14.4% | +25.7% | -11.3% | +7.6% |
| 1Y | +8.7% | +51.4% | -42.6% | -2.4% |
| 3Y | +30.0% | +64.4% | -34.4% | +13.1% |
| 5Y | +28.4% | +22.1% | +6.2% | +19.0% |
| 10Y | +50.1% | +132.5% | -82.4% | +14.6% |
| All | +430.5% | +560.8% | -130.3% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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