+2,521.8%
IBM vs CLX
+2,609.7%
-87.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -5.0% | +13.6% | -18.6% | -7.5% |
| 30D | +11.1% | +23.4% | -12.3% | +6.3% |
| 3M | +5.7% | -2.8% | +8.6% | +6.1% |
| 6M | +10.1% | +14.0% | -3.9% | +6.5% |
| YTD | -15.6% | +4.2% | -19.8% | -17.4% |
| 1Y | -19.5% | -1.2% | -18.4% | -20.4% |
| 3Y | +80.4% | -12.7% | +93.1% | +81.9% |
| 5Y | +140.0% | -26.5% | +166.5% | +146.8% |
| 10Y | +155.0% | +20.2% | +134.8% | +128.2% |
| All | +2,521.8% | +2,609.7% | -87.9% | +1,042.2% |
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