+138.2%
IBM vs CFG
+61.2%
+77.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.6% |
| 7D | -5.0% | -0.9% | -4.1% | -4.8% |
| 30D | +11.1% | +1.1% | +10.0% | +10.8% |
| 3M | +5.7% | -12.0% | +17.7% | +8.9% |
| 6M | +10.1% | -2.2% | +12.3% | +10.6% |
| YTD | -15.6% | +11.4% | -27.0% | -17.8% |
| 1Y | -19.5% | +27.8% | -47.4% | -24.0% |
| 3Y | +80.4% | +173.3% | -92.9% | +43.1% |
| All | +138.2% | +61.2% | +77.0% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling