+82.1%
IBM vs CL
+39.1%
+42.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.2% |
| 7D | -2.5% | +0.5% | -3.1% | -2.6% |
| 30D | +8.4% | +11.6% | -3.2% | +6.0% |
| 3M | +4.5% | +5.6% | -1.1% | +3.3% |
| 6M | +7.9% | +13.2% | -5.3% | +5.8% |
| YTD | -15.2% | +26.9% | -42.1% | -19.8% |
| 1Y | -17.6% | +27.3% | -44.9% | -22.2% |
| 3Y | +82.1% | +39.7% | +42.3% | +71.3% |
| All | +82.1% | +39.1% | +42.9% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling