-20.2%
IBM vs CG
-26.5%
+6.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.8% | -0.1% |
| 7D | -0.3% | -1.5% | +1.2% | +0.1% |
| 30D | +6.8% | +5.7% | +1.1% | +4.5% |
| 3M | +4.4% | -17.9% | +22.3% | +10.7% |
| 6M | +13.2% | -20.2% | +33.4% | +22.5% |
| YTD | -15.1% | -32.0% | +16.9% | +0.2% |
| 1Y | -20.2% | -27.0% | +6.8% | -8.9% |
| All | -20.2% | -26.5% | +6.3% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling