+284.6%
IBKR vs CL
+28.8%
+255.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -1.0% |
| 7D | -3.8% | -2.4% | -1.4% | -4.4% |
| 30D | -0.3% | -4.8% | +4.5% | -1.4% |
| 3M | +4.8% | -1.7% | +6.5% | +4.5% |
| 6M | +30.8% | -3.8% | +34.6% | +29.2% |
| YTD | +39.5% | +13.3% | +26.2% | +44.2% |
| 1Y | +43.7% | +8.3% | +35.4% | +48.0% |
| All | +284.6% | +28.8% | +255.8% | +304.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 3y: compounded portfolio wealth divided by compounded CL 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…
3y analysis · Full analysis span regression · 6 months rolling