+123.0%
IBM vs CARR
+8.3%
+114.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.5% | +3.7% |
| 7D | +3.6% | -3.8% | +7.3% | +4.2% |
| 30D | +3.1% | -8.9% | +12.0% | +4.7% |
| 3M | -10.8% | -17.3% | +6.5% | -8.5% |
| 6M | -0.8% | -1.4% | +0.6% | -2.7% |
| YTD | -16.2% | +10.0% | -26.2% | -20.1% |
| 1Y | -2.9% | -6.4% | +3.5% | -4.0% |
| 3Y | +79.8% | +1.5% | +78.3% | +71.9% |
| All | +123.0% | +8.3% | +114.7% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling