+153.1%
IBM vs CLBK
+61.7%
+91.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | -0.3% | +2.5% | -2.8% | -1.0% |
| 30D | +6.8% | +3.7% | +3.1% | +5.5% |
| 3M | +4.4% | -3.3% | +7.7% | +5.3% |
| 6M | +13.2% | +29.6% | -16.5% | +4.0% |
| YTD | -15.1% | +60.3% | -75.4% | -27.1% |
| 1Y | -20.2% | +63.4% | -83.6% | -31.9% |
| 3Y | +79.3% | +53.8% | +25.5% | +50.6% |
| 5Y | +147.5% | +29.0% | +118.5% | +109.6% |
| All | +153.1% | +61.7% | +91.4% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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