+82.2%
IBM vs CG
+46.4%
+35.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | +1.6% | +0.2% | +1.4% | +1.4% |
| 30D | +9.2% | +11.2% | -2.0% | +6.3% |
| 3M | +4.9% | -22.1% | +27.0% | +10.9% |
| 6M | +16.8% | -17.9% | +34.7% | +21.5% |
| YTD | -14.3% | -31.3% | +17.0% | -7.0% |
| 1Y | -16.7% | -24.0% | +7.3% | -11.5% |
| 3Y | +82.2% | +45.0% | +37.3% | +74.8% |
| All | +82.2% | +46.4% | +35.8% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling