+149.6%
IBM vs CLF
+104.8%
+44.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.1% |
| 7D | -5.0% | -19.6% | +14.6% | -2.7% |
| 30D | +11.1% | -5.0% | +16.1% | +11.3% |
| 3M | +5.7% | -6.3% | +12.0% | +5.8% |
| 6M | +10.1% | +2.8% | +7.3% | +8.4% |
| YTD | -15.6% | -13.7% | -1.9% | -16.0% |
| 1Y | -19.5% | +13.6% | -33.1% | -22.7% |
| 3Y | +80.4% | -34.0% | +114.4% | +77.3% |
| 5Y | +140.0% | -48.7% | +188.7% | +135.2% |
| All | +149.6% | +104.8% | +44.8% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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