+115.0%
IBM vs CG
+295.0%
-180.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.8% |
| 7D | -1.7% | -3.8% | +2.1% | -0.9% |
| 30D | +10.1% | +7.5% | +2.6% | +8.0% |
| 3M | +4.8% | -14.4% | +19.2% | +8.4% |
| 6M | +12.6% | -15.7% | +28.3% | +16.2% |
| YTD | -13.9% | -29.0% | +15.1% | -7.5% |
| 1Y | -18.7% | -22.1% | +3.4% | -14.6% |
| 3Y | +81.9% | +49.1% | +32.8% | +59.2% |
| 5Y | +148.3% | -18.4% | +166.7% | +142.5% |
| 10Y | +143.6% | +295.1% | -151.5% | +58.6% |
| All | +115.0% | +295.0% | -180.0% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling