-16.7%
IBM vs CCL
+10.1%
-26.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +1.6% | -1.2% | +2.8% | +1.7% |
| 30D | +9.2% | +13.1% | -3.9% | +6.9% |
| 3M | +4.9% | +3.4% | +1.6% | +4.4% |
| 6M | +16.8% | +18.7% | -1.9% | +12.5% |
| YTD | -14.3% | -2.3% | -12.0% | -14.0% |
| 1Y | -16.7% | +14.2% | -30.9% | -16.3% |
| All | -16.7% | +10.1% | -26.8% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling