+2,533.7%
IBM vs CCL
+1,103.2%
+1,430.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -0.4% |
| 7D | -2.5% | +3.1% | -5.6% | -3.2% |
| 30D | +8.4% | +17.5% | -9.2% | +4.8% |
| 3M | +4.5% | +6.8% | -2.4% | +2.6% |
| 6M | +7.9% | +18.7% | -10.8% | +3.3% |
| YTD | -15.2% | +3.0% | -18.2% | -17.1% |
| 1Y | -17.6% | +17.7% | -35.3% | -21.8% |
| 3Y | +82.1% | +155.6% | -73.6% | +43.2% |
| 5Y | +143.3% | +30.2% | +113.2% | +102.1% |
| 10Y | +149.9% | -28.5% | +178.4% | +100.8% |
| All | +2,533.7% | +1,103.2% | +1,430.5% | +906.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling