+493.1%
CL vs IBB
+554.8%
-61.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +5.0% | +1.2% |
| 7D | +5.9% | -3.6% | +9.5% | +6.8% |
| 30D | +13.8% | +3.4% | +10.4% | +12.7% |
| 3M | +6.4% | +9.5% | -3.1% | +3.8% |
| 6M | +15.6% | +23.3% | -7.7% | +9.3% |
| YTD | +27.9% | +24.5% | +3.3% | +20.4% |
| 1Y | +31.4% | +32.9% | -1.5% | +21.6% |
| 3Y | +41.4% | +76.6% | -35.2% | +20.7% |
| 5Y | +42.8% | +35.5% | +7.3% | +28.8% |
| 10Y | +79.7% | +156.7% | -77.1% | +33.7% |
| All | +493.1% | +554.8% | -61.7% | +187.8% |
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