+143.8%
IBM vs CDE
+61.6%
+82.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.9% |
| 7D | +3.6% | -3.1% | +6.7% | +3.8% |
| 30D | +3.1% | +9.5% | -6.4% | +2.4% |
| 3M | -10.8% | +25.5% | -36.3% | -12.7% |
| 6M | -0.8% | -7.9% | +7.1% | -1.1% |
| YTD | -16.2% | +15.6% | -31.7% | -18.2% |
| 1Y | -2.9% | +34.0% | -36.9% | -6.8% |
| 3Y | +79.8% | +791.9% | -712.1% | +45.4% |
| 5Y | +124.9% | +197.7% | -72.8% | +91.6% |
| All | +143.8% | +61.6% | +82.2% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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