+515.5%
IBM vs CME
+8,439.7%
-7,924.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.0% |
| 7D | -1.7% | +2.5% | -4.2% | -2.3% |
| 30D | +10.1% | +13.9% | -3.8% | +6.5% |
| 3M | +4.8% | +22.4% | -17.5% | -0.5% |
| 6M | +12.6% | +12.9% | -0.3% | +8.5% |
| YTD | -13.9% | +19.6% | -33.5% | -18.5% |
| 1Y | -18.7% | +17.7% | -36.4% | -22.7% |
| 3Y | +81.9% | +65.3% | +16.6% | +57.0% |
| 5Y | +148.3% | +75.1% | +73.2% | +109.0% |
| 10Y | +143.6% | +305.8% | -162.1% | +63.8% |
| All | +515.5% | +8,439.7% | -7,924.3% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling