+238.9%
CRM vs IBM
+148.6%
+90.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.0% | +0.2% |
| 7D | -4.4% | +3.6% | -8.0% | -6.0% |
| 30D | +28.1% | +3.1% | +25.0% | +26.7% |
| 3M | +48.8% | -10.8% | +59.7% | +53.2% |
| 6M | +28.3% | -0.8% | +29.1% | +25.5% |
| YTD | -6.0% | -16.2% | +10.2% | -1.7% |
| 1Y | +1.4% | -2.9% | +4.3% | -1.4% |
| 3Y | +11.8% | +79.8% | -68.0% | -21.0% |
| 5Y | -2.0% | +124.9% | -126.9% | -38.8% |
| All | +238.9% | +148.6% | +90.3% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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