+134.5%
IBM vs CMG
+326.7%
-192.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.7% | -2.5% |
| 7D | -0.3% | -3.8% | +3.5% | +0.2% |
| 30D | -1.8% | +12.9% | -14.8% | -3.7% |
| 3M | -13.5% | +18.8% | -32.2% | -16.2% |
| 6M | -5.1% | +4.1% | -9.2% | -6.4% |
| YTD | -19.4% | -2.4% | -17.0% | -19.7% |
| 1Y | -6.5% | -6.7% | +0.1% | -6.8% |
| 3Y | +73.8% | -7.1% | +80.9% | +72.0% |
| 5Y | +116.3% | -5.0% | +121.3% | +110.0% |
| All | +134.5% | +326.7% | -192.2% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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