+2,413.6%
IBM vs CAG
+604.9%
+1,808.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -0.3% | -3.8% | +3.5% | +0.6% |
| 30D | +0.3% | +3.1% | -2.9% | -0.5% |
| 3M | -21.6% | +23.5% | -45.1% | -25.4% |
| 6M | -4.7% | -14.8% | +10.1% | -1.7% |
| YTD | -19.1% | -5.4% | -13.6% | -18.9% |
| 1Y | -2.5% | -11.8% | +9.3% | -0.9% |
| 3Y | +74.2% | -36.7% | +110.8% | +89.1% |
| 5Y | +113.1% | -40.3% | +153.4% | +133.2% |
| 10Y | +133.5% | -37.0% | +170.5% | +143.1% |
| All | +2,413.6% | +604.9% | +1,808.7% | +1,384.4% |
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