+141.6%
IBM vs CG
+308.6%
-167.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.4% |
| 7D | -1.5% | +2.0% | -3.5% | -2.1% |
| 30D | +8.4% | +8.5% | -0.1% | +6.0% |
| 3M | +4.2% | -12.1% | +16.3% | +7.2% |
| 6M | +7.9% | -16.4% | +24.4% | +11.9% |
| YTD | -15.2% | -28.0% | +12.8% | -8.8% |
| 1Y | -18.7% | -18.9% | +0.2% | -15.1% |
| 3Y | +79.2% | +51.2% | +28.0% | +54.5% |
| 5Y | +144.7% | -15.9% | +160.6% | +138.0% |
| 10Y | +141.6% | +305.9% | -164.3% | +55.9% |
| All | +141.6% | +308.6% | -167.0% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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