+492.7%
IBM vs CF
+5,277.9%
-4,785.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.2% | -9.0% | -3.9% |
| 7D | -4.3% | +0.4% | -4.7% | -4.5% |
| 30D | +11.7% | +2.2% | +9.5% | +11.0% |
| 3M | +5.5% | +2.1% | +3.4% | +4.7% |
| 6M | +9.5% | -6.5% | +16.0% | +9.8% |
| YTD | -14.9% | +55.6% | -70.4% | -23.1% |
| 1Y | -17.4% | +42.3% | -59.7% | -24.2% |
| 3Y | +83.3% | +55.7% | +27.5% | +62.7% |
| 5Y | +142.1% | +122.4% | +19.6% | +93.0% |
| 10Y | +157.2% | +568.5% | -411.4% | +60.0% |
| All | +492.7% | +5,277.9% | -4,785.3% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling