+132.4%
IBM vs CL
+50.5%
+81.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.7% |
| 7D | -0.3% | -2.2% | +1.9% | +0.6% |
| 30D | +0.3% | -4.8% | +5.1% | +2.3% |
| 3M | -21.6% | +4.9% | -26.5% | -23.0% |
| 6M | -4.7% | -5.7% | +1.0% | -2.5% |
| YTD | -19.1% | +14.4% | -33.5% | -24.4% |
| 1Y | -2.5% | +8.7% | -11.3% | -7.2% |
| 3Y | +74.2% | +30.0% | +44.2% | +49.5% |
| 5Y | +113.1% | +28.4% | +84.8% | +81.8% |
| All | +132.4% | +50.5% | +81.9% | +81.1% |
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