+73.0%
IBM vs CARR
-0.1%
+73.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.2% |
| 7D | -0.3% | -4.1% | +3.8% | +0.2% |
| 30D | -1.8% | -11.0% | +9.1% | -0.6% |
| 3M | -13.5% | -16.4% | +2.9% | -12.2% |
| 6M | -5.1% | -2.4% | -2.7% | -7.0% |
| YTD | -19.4% | +8.4% | -27.8% | -23.0% |
| 1Y | -6.5% | -8.0% | +1.5% | -7.7% |
| All | +73.0% | -0.1% | +73.1% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 3y: compounded portfolio wealth divided by compounded CARR 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…
3y analysis · Full analysis span regression · 6 months rolling