+143.6%
IBM vs CL
+84.6%
+59.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -1.7% | -0.8% | -1.0% | -1.4% |
| 30D | +10.1% | +9.5% | +0.6% | +5.8% |
| 3M | +4.8% | +6.8% | -1.9% | +1.7% |
| 6M | +12.6% | +14.3% | -1.7% | +6.3% |
| YTD | -13.9% | +27.0% | -40.9% | -23.3% |
| 1Y | -18.7% | +26.3% | -45.0% | -27.5% |
| 3Y | +81.9% | +39.3% | +42.6% | +51.5% |
| 5Y | +148.3% | +41.5% | +106.8% | +102.3% |
| 10Y | +143.6% | +84.1% | +59.5% | +72.2% |
| All | +143.6% | +84.6% | +59.0% | +72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling