-16.7%
IBM vs CL
+29.8%
-46.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.8% |
| 7D | +1.6% | +3.2% | -1.7% | +1.2% |
| 30D | +9.2% | +8.0% | +1.2% | +8.2% |
| 3M | +4.9% | +7.9% | -2.9% | +4.1% |
| 6M | +16.8% | +14.7% | +2.0% | +16.7% |
| YTD | -14.3% | +29.2% | -43.4% | -18.1% |
| 1Y | -16.7% | +29.5% | -46.2% | -20.4% |
| All | -16.7% | +29.8% | -46.5% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling