+139.9%
IBM vs CB
+246.9%
-107.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.3% |
| 7D | -2.2% | +0.7% | -2.9% | -2.5% |
| 30D | +7.7% | +8.2% | -0.5% | +3.9% |
| 3M | +3.5% | +6.3% | -2.8% | +0.5% |
| 6M | +7.2% | +16.2% | -9.0% | +0.4% |
| YTD | -15.8% | +19.3% | -35.1% | -22.5% |
| 1Y | -19.3% | +29.2% | -48.5% | -28.4% |
| 3Y | +78.0% | +71.4% | +6.5% | +36.3% |
| 5Y | +143.0% | +104.2% | +38.8% | +67.5% |
| 10Y | +139.9% | +246.7% | -106.7% | +24.9% |
| All | +139.9% | +246.9% | -107.0% | +24.9% |
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