+138.2%
IBM vs CB
+101.1%
+37.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.3% |
| 7D | -5.0% | +0.2% | -5.2% | -5.0% |
| 30D | +11.1% | +9.1% | +2.0% | +8.2% |
| 3M | +5.7% | +3.4% | +2.3% | +4.5% |
| 6M | +10.1% | +14.1% | -4.0% | +6.3% |
| YTD | -15.6% | +18.0% | -33.6% | -19.6% |
| 1Y | -19.5% | +30.1% | -49.7% | -25.6% |
| 3Y | +80.4% | +71.8% | +8.6% | +51.4% |
| All | +138.2% | +101.1% | +37.1% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling