+147.5%
IBM vs CFG
+61.9%
+85.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -0.3% | +1.6% | -1.9% | -0.7% |
| 30D | +6.8% | +3.3% | +3.5% | +5.9% |
| 3M | +4.4% | -11.5% | +15.9% | +7.4% |
| 6M | +13.2% | +6.2% | +7.0% | +11.4% |
| YTD | -15.1% | +14.3% | -29.4% | -17.8% |
| 1Y | -20.2% | +26.7% | -46.9% | -24.5% |
| 3Y | +79.3% | +187.8% | -108.5% | +40.5% |
| 5Y | +147.5% | +61.3% | +86.2% | +115.8% |
| All | +147.5% | +61.9% | +85.6% | +115.8% |
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