+2,521.8%
IBM vs CAG
+602.0%
+1,919.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.5% |
| 7D | -5.0% | +5.8% | -10.8% | -6.2% |
| 30D | +11.1% | +16.4% | -5.2% | +7.1% |
| 3M | +5.7% | +3.8% | +1.9% | +4.4% |
| 6M | +10.1% | +10.8% | -0.7% | +6.9% |
| YTD | -15.6% | -5.8% | -9.8% | -15.6% |
| 1Y | -19.5% | -2.4% | -17.2% | -20.3% |
| 3Y | +80.4% | -33.4% | +113.8% | +93.2% |
| 5Y | +140.0% | -39.4% | +179.4% | +161.0% |
| 10Y | +155.0% | -37.5% | +192.4% | +165.4% |
| All | +2,521.8% | +602.0% | +1,919.8% | +1,445.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling