+148.3%
IBM vs CRL
+356.6%
-208.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | -1.7% | +5.0% | -6.7% | -2.8% |
| 30D | +10.1% | +13.5% | -3.4% | +6.8% |
| 3M | +4.8% | +21.5% | -16.7% | -0.1% |
| 6M | +12.6% | +103.4% | -90.8% | -4.7% |
| YTD | -13.9% | +71.8% | -85.7% | -24.8% |
| 1Y | -18.7% | +97.5% | -116.2% | -31.1% |
| 3Y | +81.9% | +99.2% | -17.3% | +47.0% |
| 5Y | +148.3% | -12.1% | +160.5% | +142.7% |
| All | +148.3% | +356.6% | -208.2% | +45.5% |
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