+141.6%
IBM vs CB
+246.9%
-105.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.6% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | +8.4% | +8.2% | +0.2% | +4.6% |
| 3M | +4.2% | +6.3% | -2.1% | +1.2% |
| 6M | +7.9% | +16.2% | -8.3% | +1.1% |
| YTD | -15.2% | +19.3% | -34.5% | -21.9% |
| 1Y | -18.7% | +29.2% | -47.9% | -27.9% |
| 3Y | +79.2% | +71.4% | +7.8% | +37.2% |
| 5Y | +144.7% | +104.2% | +40.5% | +68.6% |
| 10Y | +141.6% | +246.7% | -105.1% | +25.7% |
| All | +141.6% | +246.9% | -105.3% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling