+331.9%
IBM vs CRL
+1,379.5%
-1,047.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.4% |
| 7D | -0.3% | -1.0% | +0.7% | -0.1% |
| 30D | +0.3% | +10.7% | -10.4% | -1.7% |
| 3M | -21.6% | +55.3% | -76.9% | -28.2% |
| 6M | -4.7% | +60.7% | -65.3% | -13.8% |
| YTD | -19.1% | +44.6% | -63.7% | -25.4% |
| 1Y | -2.5% | +77.7% | -80.2% | -13.8% |
| 3Y | +74.2% | +37.6% | +36.5% | +55.9% |
| 5Y | +113.1% | -35.8% | +149.0% | +115.4% |
| 10Y | +133.5% | +241.7% | -108.2% | +64.7% |
| All | +331.9% | +1,379.5% | -1,047.6% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling