+2,413.6%
IBM vs CAH
+15,076.3%
-12,662.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -0.3% | +5.4% | -5.7% | -1.5% |
| 30D | +0.3% | +3.3% | -3.0% | -0.5% |
| 3M | -21.6% | +22.8% | -44.4% | -25.1% |
| 6M | -4.7% | +11.3% | -16.0% | -7.2% |
| YTD | -19.1% | +21.1% | -40.2% | -22.9% |
| 1Y | -2.5% | +67.2% | -69.7% | -14.0% |
| 3Y | +74.2% | +195.6% | -121.5% | +33.9% |
| 5Y | +113.1% | +413.8% | -300.7% | +43.2% |
| 10Y | +133.5% | +309.6% | -176.0% | +58.2% |
| All | +2,413.6% | +15,076.3% | -12,662.7% | +878.4% |
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