+131.6%
IBM vs CCL
-41.5%
+173.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -1.5% | -20.0% | +18.5% | +2.0% |
| 3M | -16.8% | -13.7% | -3.1% | -15.1% |
| 6M | -9.0% | -9.0% | 0.0% | -8.5% |
| YTD | -20.1% | -22.8% | +2.8% | -17.5% |
| 1Y | -7.0% | -25.3% | +18.3% | -4.0% |
| 3Y | +72.4% | +54.1% | +18.3% | +55.2% |
| 5Y | +112.0% | +3.5% | +108.5% | +92.5% |
| 10Y | +131.6% | -41.0% | +172.6% | +123.4% |
| All | +131.6% | -41.5% | +173.0% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling