+141.6%
IBM vs CFG
+230.2%
-88.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | +8.4% | +2.8% | +5.6% | +7.5% |
| 3M | +4.2% | -10.1% | +14.3% | +7.5% |
| 6M | +7.9% | +3.2% | +4.7% | +6.7% |
| YTD | -15.2% | +14.2% | -29.4% | -18.8% |
| 1Y | -18.7% | +27.4% | -46.1% | -24.7% |
| 3Y | +79.2% | +187.6% | -108.4% | +26.8% |
| 5Y | +144.7% | +65.7% | +79.0% | +98.5% |
| 10Y | +141.6% | +219.7% | -78.1% | +68.3% |
| All | +141.6% | +230.2% | -88.6% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling