+115.5%
IBM vs CG
+10.1%
+105.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -0.3% | -4.3% | +4.0% | +0.6% |
| 30D | +0.3% | -5.1% | +5.4% | +1.2% |
| 3M | -21.6% | +8.7% | -30.3% | -23.2% |
| 6M | -4.7% | -9.2% | +4.5% | -3.3% |
| YTD | -19.1% | -18.9% | -0.2% | -16.0% |
| 1Y | -2.5% | -25.6% | +23.1% | +2.5% |
| 3Y | +74.2% | +57.3% | +16.9% | +57.7% |
| All | +115.5% | +10.1% | +105.4% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling