+2,413.6%
IBM vs CLX
+2,386.6%
+27.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -0.3% | -9.2% | +8.9% | +1.7% |
| 30D | +0.3% | -11.0% | +11.3% | +2.7% |
| 3M | -21.6% | +5.0% | -26.6% | -22.5% |
| 6M | -4.7% | -18.8% | +14.1% | -1.2% |
| YTD | -19.1% | -4.4% | -14.7% | -19.3% |
| 1Y | -2.5% | -21.9% | +19.3% | +1.4% |
| 3Y | +74.2% | -32.8% | +106.9% | +85.6% |
| 5Y | +113.1% | -34.6% | +147.7% | +124.9% |
| 10Y | +133.5% | -4.7% | +138.2% | +120.2% |
| All | +2,413.6% | +2,386.6% | +27.0% | +1,016.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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