+2,534.9%
IBM vs CLX
+2,789.7%
-254.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -1.5% | +13.6% | -15.2% | -4.1% |
| 30D | +8.4% | +29.1% | -20.6% | +2.7% |
| 3M | +4.2% | +1.6% | +2.6% | +3.6% |
| 6M | +7.9% | +18.7% | -10.8% | +3.5% |
| YTD | -15.2% | +11.1% | -26.3% | -18.1% |
| 1Y | -18.7% | +7.0% | -25.7% | -20.9% |
| 3Y | +79.2% | -10.0% | +89.2% | +79.6% |
| 5Y | +144.7% | -22.6% | +167.4% | +149.0% |
| 10Y | +141.6% | +29.3% | +112.2% | +113.0% |
| All | +2,534.9% | +2,789.7% | -254.9% | +1,032.7% |
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