+144.8%
IBM vs CME
+305.5%
-160.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.3% | +2.7% | -3.0% | -1.1% |
| 30D | +6.8% | +13.5% | -6.7% | +2.7% |
| 3M | +4.4% | +20.9% | -16.5% | -1.6% |
| 6M | +13.2% | +11.5% | +1.7% | +8.7% |
| YTD | -15.1% | +19.5% | -34.6% | -20.7% |
| 1Y | -20.2% | +17.2% | -37.4% | -25.0% |
| 3Y | +79.3% | +65.1% | +14.2% | +47.4% |
| 5Y | +147.5% | +73.1% | +74.3% | +96.7% |
| All | +144.8% | +305.5% | -160.7% | +49.4% |
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