-13.3%
IBM vs CF
+35.9%
-49.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +1.5% |
| 7D | +0.4% | -6.9% | +7.3% | +0.1% |
| 30D | +14.8% | -3.7% | +18.5% | +14.6% |
| 3M | +8.9% | -5.0% | +13.9% | +9.0% |
| 6M | +12.4% | -10.5% | +22.9% | +12.5% |
| YTD | -12.4% | +46.5% | -58.9% | -14.2% |
| 1Y | -13.3% | +34.8% | -48.1% | -13.8% |
| All | -13.3% | +35.9% | -49.2% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling