+216.3%
IBM vs CARR
+436.5%
-220.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +0.3% | +3.2% | -3.0% | -0.2% |
| 30D | -1.5% | -7.7% | +6.2% | -0.3% |
| 3M | -16.8% | -11.9% | -4.8% | -15.7% |
| 6M | -9.0% | +2.0% | -11.1% | -10.7% |
| YTD | -20.1% | +13.2% | -33.2% | -23.2% |
| 1Y | -7.0% | -8.5% | +1.5% | -7.2% |
| 3Y | +72.4% | +5.0% | +67.4% | +66.0% |
| 5Y | +112.0% | +12.0% | +100.0% | +97.2% |
| All | +216.3% | +436.5% | -220.2% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling