+2,413.6%
IBM vs CLF
+714.0%
+1,699.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.1% |
| 7D | -0.3% | +7.6% | -7.9% | -1.2% |
| 30D | +0.3% | -1.2% | +1.5% | +0.3% |
| 3M | -21.6% | -13.4% | -8.2% | -20.8% |
| 6M | -4.7% | +15.4% | -20.1% | -7.2% |
| YTD | -19.1% | -5.9% | -13.2% | -19.8% |
| 1Y | -2.5% | +18.8% | -21.3% | -6.9% |
| 3Y | +74.2% | -19.4% | +93.6% | +67.7% |
| 5Y | +113.1% | -47.7% | +160.9% | +109.0% |
| 10Y | +133.5% | +130.4% | +3.2% | +74.1% |
| All | +2,413.6% | +714.0% | +1,699.6% | +1,051.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling