+131.6%
IBM vs CRL
+241.6%
-110.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.6% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | -1.5% | +5.0% | -6.4% | -2.6% |
| 3M | -16.8% | +50.6% | -67.3% | -24.2% |
| 6M | -9.0% | +60.9% | -70.0% | -18.8% |
| YTD | -20.1% | +40.7% | -60.8% | -26.7% |
| 1Y | -7.0% | +73.3% | -80.3% | -18.7% |
| 3Y | +72.4% | +40.6% | +31.8% | +51.3% |
| 5Y | +112.0% | -37.0% | +149.0% | +125.4% |
| 10Y | +131.6% | +244.3% | -112.7% | +41.9% |
| All | +131.6% | +241.6% | -110.0% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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