+131.6%
IBM vs CFG
+313.6%
-182.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | +0.3% | +2.7% | -2.4% | -0.5% |
| 30D | -1.5% | -3.7% | +2.2% | -0.5% |
| 3M | -16.8% | +9.5% | -26.2% | -19.1% |
| 6M | -9.0% | +22.2% | -31.3% | -14.7% |
| YTD | -20.1% | +22.3% | -42.4% | -25.0% |
| 1Y | -7.0% | +39.4% | -46.5% | -16.2% |
| 3Y | +72.4% | +188.5% | -116.1% | +21.5% |
| 5Y | +112.0% | +101.5% | +10.4% | +61.3% |
| 10Y | +131.6% | +308.6% | -177.1% | +32.9% |
| All | +131.6% | +313.6% | -182.1% | +32.9% |
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