+149.6%
IBM vs CL
+74.1%
+75.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | 0.0% |
| 7D | -5.0% | +1.3% | -6.3% | -5.5% |
| 30D | +11.1% | +11.4% | -0.2% | +6.1% |
| 3M | +5.7% | +4.4% | +1.3% | +3.5% |
| 6M | +10.1% | +10.8% | -0.7% | +5.4% |
| YTD | -15.6% | +25.1% | -40.7% | -24.2% |
| 1Y | -19.5% | +28.0% | -47.5% | -28.6% |
| 3Y | +80.4% | +37.6% | +42.8% | +51.5% |
| 5Y | +140.0% | +39.7% | +100.3% | +97.3% |
| All | +149.6% | +74.1% | +75.5% | +79.2% |
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