+149.9%
IBM vs CLS
+1,765.4%
-1,615.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.9% | -7.4% | -0.7% |
| 7D | -2.5% | -10.6% | +8.0% | -1.1% |
| 30D | +8.4% | -38.4% | +46.8% | +15.8% |
| 3M | +4.5% | -29.9% | +34.3% | +8.6% |
| 6M | +7.9% | -40.6% | +48.5% | +13.9% |
| YTD | -15.2% | -24.6% | +9.4% | -15.7% |
| 1Y | -17.6% | -30.8% | +13.2% | -17.5% |
| 3Y | +82.1% | +811.7% | -729.7% | +1.2% |
| 5Y | +143.3% | +1,838.4% | -1,695.1% | +9.4% |
| 10Y | +149.9% | +1,751.5% | -1,601.6% | -8.2% |
| All | +149.9% | +1,765.4% | -1,615.5% | -8.2% |
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