+83.0%
IBM vs CLF
-19.9%
+103.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.3% |
| 7D | -1.7% | +2.3% | -4.1% | -2.0% |
| 30D | +10.1% | +1.9% | +8.2% | +9.6% |
| 3M | +4.8% | +5.9% | -1.1% | +3.9% |
| 6M | +12.6% | +16.9% | -4.3% | +10.7% |
| YTD | -13.9% | -1.1% | -12.8% | -14.9% |
| 1Y | -18.7% | +28.8% | -47.5% | -21.2% |
| All | +83.0% | -19.9% | +103.0% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling