+143.0%
IBM vs CLBK
+28.2%
+114.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -2.2% | +2.4% | -4.6% | -2.6% |
| 30D | +7.7% | +4.9% | +2.8% | +6.7% |
| 3M | +3.5% | +5.3% | -1.8% | +2.4% |
| 6M | +7.2% | +28.3% | -21.1% | +2.1% |
| YTD | -15.8% | +61.1% | -76.9% | -23.0% |
| 1Y | -19.3% | +62.4% | -81.7% | -26.3% |
| 3Y | +78.0% | +54.7% | +23.3% | +61.7% |
| 5Y | +143.0% | +27.4% | +115.6% | +125.6% |
| All | +143.0% | +28.2% | +114.8% | +125.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling