+120.6%
IBM vs CAH
+400.5%
-279.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | +3.6% | -2.2% | +5.8% | +4.1% |
| 30D | +1.5% | +1.2% | +0.3% | +1.2% |
| 3M | -12.9% | +13.1% | -26.0% | -14.9% |
| 6M | -3.9% | +8.5% | -12.4% | -5.4% |
| YTD | -17.3% | +17.6% | -35.0% | -20.2% |
| 1Y | -5.0% | +60.7% | -65.6% | -15.2% |
| 3Y | +78.2% | +183.2% | -104.9% | +37.0% |
| 5Y | +120.6% | +402.2% | -281.6% | +43.9% |
| All | +120.6% | +400.5% | -279.9% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling