+146.5%
IBM vs CLBK
+64.7%
+81.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.8% |
| 7D | +3.6% | -1.5% | +5.0% | +4.0% |
| 30D | +1.5% | +6.7% | -5.1% | -0.6% |
| 3M | -12.9% | +21.2% | -34.1% | -18.2% |
| 6M | -3.9% | +42.0% | -45.9% | -14.1% |
| YTD | -17.3% | +63.3% | -80.6% | -29.3% |
| 1Y | -5.0% | +65.4% | -70.4% | -19.4% |
| 3Y | +78.2% | +52.5% | +25.7% | +50.3% |
| 5Y | +120.6% | +42.0% | +78.7% | +78.0% |
| All | +146.5% | +64.7% | +81.8% | +80.8% |
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