+2,383.6%
IBM vs CDE
-89.8%
+2,473.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -1.1% |
| 7D | +0.3% | +2.3% | -2.0% | +0.2% |
| 30D | -1.5% | +18.8% | -20.3% | -2.2% |
| 3M | -16.8% | +23.5% | -40.3% | -17.6% |
| 6M | -9.0% | -8.6% | -0.4% | -9.1% |
| YTD | -20.1% | +16.0% | -36.1% | -21.1% |
| 1Y | -7.0% | +42.1% | -49.1% | -9.1% |
| 3Y | +72.4% | +835.9% | -763.5% | +54.9% |
| 5Y | +112.0% | +197.6% | -85.6% | +95.5% |
| 10Y | +131.6% | +39.6% | +92.0% | +110.1% |
| All | +2,383.6% | -89.8% | +2,473.4% | +2,185.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling