+131.6%
IBM vs CAG
-36.5%
+168.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | +0.3% | -5.3% | +5.6% | +1.4% |
| 30D | -1.5% | +1.0% | -2.5% | -1.8% |
| 3M | -16.8% | +17.4% | -34.1% | -19.5% |
| 6M | -9.0% | -16.8% | +7.8% | -5.9% |
| YTD | -20.1% | -6.8% | -13.3% | -19.8% |
| 1Y | -7.0% | -15.4% | +8.4% | -4.8% |
| 3Y | +72.4% | -37.1% | +109.5% | +86.8% |
| 5Y | +112.0% | -41.3% | +153.2% | +132.3% |
| 10Y | +131.6% | -35.5% | +167.0% | +140.1% |
| All | +131.6% | -36.5% | +168.1% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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