-4.2%
IBM vs CAH
+61.1%
-65.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | +3.6% | -2.2% | +5.8% | +3.8% |
| 30D | +1.5% | +1.2% | +0.3% | +1.4% |
| 3M | -12.9% | +13.1% | -26.0% | -13.1% |
| 6M | -3.9% | +8.5% | -12.4% | -3.4% |
| YTD | -17.3% | +17.6% | -35.0% | -17.1% |
| All | -4.2% | +61.1% | -65.2% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling