+4,273.1%
IBM vs CB
+7,167.0%
-2,893.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.7% |
| 7D | -4.3% | +2.6% | -6.9% | -5.0% |
| 30D | +11.7% | +11.2% | +0.5% | +8.4% |
| 3M | +5.5% | +5.7% | -0.2% | +3.8% |
| 6M | +9.5% | +15.9% | -6.4% | +5.2% |
| YTD | -14.9% | +20.2% | -35.0% | -19.2% |
| 1Y | -17.4% | +32.4% | -49.7% | -23.6% |
| 3Y | +83.3% | +75.5% | +7.8% | +55.8% |
| 5Y | +142.1% | +105.5% | +36.6% | +95.6% |
| 10Y | +157.2% | +258.5% | -101.4% | +77.6% |
| All | +4,273.1% | +7,167.0% | -2,893.8% | +1,810.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling