+112.0%
IBM vs CLBK
+43.5%
+68.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +0.3% | +1.1% | -0.8% | +0.1% |
| 30D | -1.5% | +7.8% | -9.3% | -2.9% |
| 3M | -16.8% | +23.9% | -40.6% | -20.2% |
| 6M | -9.0% | +42.3% | -51.3% | -15.1% |
| YTD | -20.1% | +65.4% | -85.4% | -27.4% |
| 1Y | -7.0% | +70.3% | -77.3% | -16.1% |
| 3Y | +72.4% | +54.5% | +17.9% | +55.9% |
| 5Y | +112.0% | +43.1% | +68.9% | +87.3% |
| All | +112.0% | +43.5% | +68.5% | +87.3% |
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