+1,421.8%
IBKR vs CL
+312.0%
+1,109.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +0.6% | -1.4% | +2.0% | +1.2% |
| 30D | +3.7% | -5.2% | +8.9% | +5.7% |
| 3M | +4.2% | +3.3% | +0.9% | +2.2% |
| 6M | +36.6% | -4.4% | +41.0% | +37.8% |
| YTD | +41.9% | +13.9% | +28.0% | +32.5% |
| 1Y | +49.5% | +7.6% | +41.9% | +42.1% |
| 3Y | +291.3% | +29.6% | +261.7% | +229.5% |
| 5Y | +492.7% | +28.1% | +464.6% | +391.7% |
| 10Y | +994.0% | +53.4% | +940.6% | +684.1% |
| All | +1,421.8% | +312.0% | +1,109.8% | +426.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling