+141.6%
IBM vs CL
+78.1%
+63.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -1.5% | +2.6% | -4.1% | -2.6% |
| 30D | +8.4% | +11.8% | -3.4% | +3.3% |
| 3M | +4.2% | +5.9% | -1.7% | +1.4% |
| 6M | +7.9% | +13.3% | -5.4% | +2.3% |
| YTD | -15.2% | +27.1% | -42.3% | -24.5% |
| 1Y | -18.7% | +28.0% | -46.7% | -27.9% |
| 3Y | +79.2% | +39.4% | +39.8% | +49.2% |
| 5Y | +144.7% | +40.8% | +104.0% | +100.0% |
| 10Y | +141.6% | +84.9% | +56.7% | +70.4% |
| All | +141.6% | +78.1% | +63.5% | +70.4% |
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