-13.3%
IBM vs CLS
-28.7%
+15.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.1% | +10.8% | +2.3% |
| 7D | +0.4% | -21.1% | +21.6% | +1.9% |
| 30D | +14.8% | -38.2% | +53.0% | +18.4% |
| 3M | +8.9% | -36.3% | +45.2% | +11.7% |
| 6M | +12.4% | -43.8% | +56.3% | +15.6% |
| YTD | -12.4% | -20.0% | +7.6% | -12.6% |
| 1Y | -13.3% | -29.6% | +16.3% | -12.6% |
| All | -13.3% | -28.7% | +15.5% | -12.6% |
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