+350.5%
IBM vs CRL
+1,630.9%
-1,280.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.7% | -2.3% |
| 7D | -5.0% | -6.1% | +1.1% | -4.0% |
| 30D | +11.1% | +12.4% | -1.3% | +8.4% |
| 3M | +5.7% | +27.1% | -21.4% | +0.5% |
| 6M | +10.1% | +85.7% | -75.6% | -3.2% |
| YTD | -15.6% | +69.2% | -84.8% | -24.8% |
| 1Y | -19.5% | +97.5% | -117.1% | -30.4% |
| 3Y | +80.4% | +86.1% | -5.7% | +51.9% |
| 5Y | +140.0% | -10.0% | +150.0% | +126.5% |
| 10Y | +155.0% | +395.0% | -240.0% | +67.6% |
| All | +350.5% | +1,630.9% | -1,280.4% | +168.2% |
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