-18.8%
IBM vs CRL
+111.4%
-130.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | -0.5% |
| 7D | -2.5% | +4.4% | -6.9% | -3.7% |
| 30D | +8.4% | +17.1% | -8.7% | +4.1% |
| 3M | +4.5% | +32.1% | -27.6% | -2.9% |
| 6M | +7.9% | +98.9% | -91.0% | -11.4% |
| YTD | -15.2% | +77.1% | -92.4% | -29.2% |
| All | -18.8% | +111.4% | -130.2% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling