+74.7%
IBM vs CLBK
+57.4%
+17.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | +1.2% | -1.5% | -0.6% |
| 30D | +0.3% | +9.1% | -8.8% | -1.7% |
| 3M | -21.6% | +27.7% | -49.3% | -25.9% |
| 6M | -4.7% | +40.8% | -45.5% | -11.8% |
| YTD | -19.1% | +66.4% | -85.5% | -27.7% |
| 1Y | -2.5% | +72.4% | -74.9% | -13.6% |
| All | +74.7% | +57.4% | +17.3% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling