+131.6%
IBM vs CME
+282.5%
-150.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | +0.3% | -2.9% | +3.2% | +1.2% |
| 30D | -1.5% | +5.5% | -7.0% | -3.2% |
| 3M | -16.8% | +11.0% | -27.7% | -19.6% |
| 6M | -9.0% | -9.7% | +0.7% | -6.7% |
| YTD | -20.1% | +4.9% | -24.9% | -22.2% |
| 1Y | -7.0% | +10.1% | -17.1% | -11.1% |
| 3Y | +72.4% | +53.5% | +18.9% | +44.6% |
| 5Y | +112.0% | +77.2% | +34.8% | +64.9% |
| 10Y | +131.6% | +282.1% | -150.6% | +46.5% |
| All | +131.6% | +282.5% | -150.9% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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