-2.5%
IBM vs CLS
+47.9%
-50.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -0.3% | +4.6% | -4.9% | -0.7% |
| 30D | +0.3% | -13.9% | +14.2% | +1.3% |
| 3M | -21.6% | -26.6% | +5.0% | -19.8% |
| 6M | -4.7% | +15.4% | -20.1% | -6.0% |
| YTD | -19.1% | +5.7% | -24.7% | -20.6% |
| 1Y | -2.5% | +41.1% | -43.6% | -7.6% |
| All | -2.5% | +47.9% | -50.4% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling