+2,562.9%
IBM vs CAH
+17,199.1%
-14,636.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +1.6% | +3.5% | -1.9% | +0.8% |
| 30D | +9.2% | +13.5% | -4.3% | +6.1% |
| 3M | +4.9% | +21.8% | -16.9% | +0.2% |
| 6M | +16.8% | +51.5% | -34.8% | +6.2% |
| YTD | -14.3% | +38.1% | -52.4% | -20.7% |
| 1Y | -16.7% | +37.7% | -54.4% | -23.0% |
| 3Y | +82.2% | +179.6% | -97.4% | +41.9% |
| 5Y | +149.9% | +504.9% | -355.0% | +61.8% |
| 10Y | +142.6% | +418.6% | -276.0% | +56.5% |
| All | +2,562.9% | +17,199.1% | -14,636.2% | +905.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling