+2,413.6%
IBM vs CL
+4,870.0%
-2,456.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.5% |
| 7D | -0.3% | -2.2% | +1.9% | +0.4% |
| 30D | +0.3% | -4.8% | +5.1% | +1.8% |
| 3M | -21.6% | +4.9% | -26.5% | -22.7% |
| 6M | -4.7% | -5.7% | +1.0% | -3.1% |
| YTD | -19.1% | +14.4% | -33.5% | -22.8% |
| 1Y | -2.5% | +8.7% | -11.3% | -5.8% |
| 3Y | +74.2% | +30.0% | +44.2% | +57.9% |
| 5Y | +113.1% | +28.4% | +84.8% | +93.1% |
| 10Y | +133.5% | +50.1% | +83.4% | +100.1% |
| All | +2,413.6% | +4,870.0% | -2,456.4% | +659.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling