+786.9%
IBM vs CLS
+2,126.9%
-1,340.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -5.0% | -22.2% | +17.2% | -0.7% |
| 30D | +11.1% | -44.4% | +55.5% | +22.8% |
| 3M | +5.7% | -34.3% | +40.0% | +12.4% |
| 6M | +10.1% | -50.1% | +60.2% | +21.4% |
| YTD | -15.6% | -30.1% | +14.5% | -14.8% |
| 1Y | -19.5% | -39.3% | +19.8% | -17.3% |
| 3Y | +80.4% | +732.7% | -652.3% | -0.2% |
| 5Y | +140.0% | +1,777.2% | -1,637.2% | +8.2% |
| 10Y | +155.0% | +1,645.6% | -1,490.6% | +8.1% |
| All | +786.9% | +2,126.9% | -1,340.0% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling