+82.2%
IBM vs CME
+65.9%
+16.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | +1.6% | +3.9% | -2.4% | +1.4% |
| 30D | +9.2% | +11.3% | -2.1% | +8.8% |
| 3M | +4.9% | +19.6% | -14.6% | +4.4% |
| 6M | +16.8% | +8.1% | +8.7% | +16.7% |
| YTD | -14.3% | +20.4% | -34.7% | -15.5% |
| 1Y | -16.7% | +16.5% | -33.2% | -17.6% |
| 3Y | +82.2% | +66.4% | +15.8% | +71.2% |
| All | +82.2% | +65.9% | +16.3% | +71.2% |
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