+107.2%
IBM vs CFG
+396.4%
-289.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -0.3% | +1.5% | -1.8% | -0.8% |
| 30D | +0.3% | -3.8% | +4.1% | +1.4% |
| 3M | -21.6% | +11.5% | -33.1% | -24.2% |
| 6M | -4.7% | +19.2% | -23.9% | -10.0% |
| YTD | -19.1% | +23.7% | -42.8% | -24.4% |
| 1Y | -2.5% | +38.8% | -41.4% | -12.1% |
| 3Y | +74.2% | +178.9% | -104.7% | +23.7% |
| 5Y | +113.1% | +101.8% | +11.4% | +61.7% |
| 10Y | +133.5% | +317.3% | -183.7% | +27.0% |
| All | +107.2% | +396.4% | -289.1% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling