+74.7%
IBM vs CME
+56.2%
+18.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -0.3% | -1.6% | +1.3% | -0.3% |
| 30D | +0.3% | +6.2% | -6.0% | +0.1% |
| 3M | -21.6% | +10.4% | -32.0% | -21.9% |
| 6M | -4.7% | -9.5% | +4.8% | -3.7% |
| YTD | -19.1% | +6.0% | -25.1% | -20.0% |
| 1Y | -2.5% | +9.3% | -11.8% | -3.9% |
| All | +74.7% | +56.2% | +18.4% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling