+478.4%
IBM vs CME
+7,469.3%
-6,990.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -0.3% | -1.6% | +1.3% | +0.1% |
| 30D | +0.3% | +6.2% | -6.0% | -1.3% |
| 3M | -21.6% | +10.4% | -32.0% | -23.7% |
| 6M | -4.7% | -9.5% | +4.8% | -2.9% |
| YTD | -19.1% | +6.0% | -25.1% | -21.0% |
| 1Y | -2.5% | +9.3% | -11.8% | -5.6% |
| 3Y | +74.2% | +57.7% | +16.5% | +52.0% |
| 5Y | +113.1% | +77.7% | +35.4% | +78.4% |
| 10Y | +133.5% | +281.2% | -147.7% | +59.6% |
| All | +478.4% | +7,469.3% | -6,990.9% | +75.4% |
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 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