+131.6%
IBM vs CLS
+2,932.8%
-2,801.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.6% | -6.8% | -2.1% |
| 7D | +0.3% | +12.8% | -12.5% | -1.7% |
| 30D | -1.5% | +3.8% | -5.3% | -2.5% |
| 3M | -16.8% | -14.6% | -2.1% | -15.9% |
| 6M | -9.0% | +32.2% | -41.3% | -15.3% |
| YTD | -20.1% | +11.6% | -31.7% | -24.3% |
| 1Y | -7.0% | +35.1% | -42.1% | -16.0% |
| 3Y | +72.4% | +1,312.5% | -1,240.2% | -9.9% |
| 5Y | +112.0% | +3,542.1% | -3,430.1% | -14.5% |
| 10Y | +131.6% | +2,944.0% | -2,812.5% | -17.2% |
| All | +131.6% | +2,932.8% | -2,801.3% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling