+507.1%
CL vs IBN
+1,726.4%
-1,219.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.3% | -2.6% |
| 7D | +1.3% | +15.1% | -13.7% | -0.1% |
| 30D | +11.4% | +21.6% | -10.3% | +9.2% |
| 3M | +4.4% | +11.2% | -6.8% | +3.3% |
| 6M | +10.8% | +27.8% | -17.0% | +8.1% |
| YTD | +25.1% | +14.7% | +10.5% | +23.2% |
| 1Y | +28.0% | +14.4% | +13.6% | +26.1% |
| 3Y | +37.6% | +52.1% | -14.5% | +31.4% |
| 5Y | +39.7% | +70.7% | -31.0% | +31.3% |
| 10Y | +75.8% | +385.5% | -309.7% | +45.5% |
| All | +507.1% | +1,726.4% | -1,219.3% | +342.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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