+142.1%
IBM vs CF
+125.5%
+16.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.2% | -9.0% | -3.2% |
| 7D | -4.3% | +0.4% | -4.7% | -4.4% |
| 30D | +11.7% | +2.2% | +9.5% | +11.5% |
| 3M | +5.5% | +2.1% | +3.4% | +5.3% |
| 6M | +9.5% | -6.5% | +16.0% | +9.8% |
| YTD | -14.9% | +55.6% | -70.4% | -18.8% |
| 1Y | -17.4% | +42.3% | -59.7% | -20.5% |
| 3Y | +83.3% | +55.7% | +27.5% | +73.2% |
| 5Y | +142.1% | +122.4% | +19.6% | +117.7% |
| All | +142.1% | +125.5% | +16.6% | +117.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling