+149.9%
IBM vs CFG
+248.3%
-98.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | -0.4% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | +8.4% | +3.2% | +5.1% | +7.3% |
| 3M | +4.5% | -9.7% | +14.2% | +7.6% |
| 6M | +7.9% | +3.6% | +4.3% | +6.5% |
| YTD | -15.2% | +14.7% | -29.9% | -18.9% |
| 1Y | -17.6% | +29.6% | -47.2% | -24.0% |
| 3Y | +82.1% | +190.6% | -108.5% | +28.3% |
| 5Y | +143.3% | +67.1% | +76.3% | +96.7% |
| 10Y | +149.9% | +237.0% | -87.1% | +62.6% |
| All | +149.9% | +248.3% | -98.3% | +62.6% |
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