+73.0%
IBM vs CDE
+797.0%
-724.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.7% | -2.3% |
| 7D | -0.3% | -6.1% | +5.8% | +0.1% |
| 30D | -1.8% | +9.5% | -11.3% | -2.4% |
| 3M | -13.5% | +32.0% | -45.5% | -15.1% |
| 6M | -5.1% | -12.8% | +7.7% | -4.8% |
| YTD | -19.4% | +14.2% | -33.6% | -20.9% |
| 1Y | -6.5% | +36.3% | -42.8% | -9.8% |
| All | +73.0% | +797.0% | -724.0% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling