+80.4%
IBM vs CCL
+138.8%
-58.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | -5.0% | +3.1% | -8.1% | -5.5% |
| 30D | +11.1% | +13.7% | -2.6% | +8.6% |
| 3M | +5.7% | +3.8% | +1.9% | +4.8% |
| 6M | +10.1% | +9.3% | +0.9% | +7.7% |
| YTD | -15.6% | -1.1% | -14.5% | -16.4% |
| 1Y | -19.5% | +14.6% | -34.1% | -22.4% |
| 3Y | +80.4% | +146.4% | -66.0% | +53.1% |
| All | +80.4% | +138.8% | -58.4% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling