+77.4%
IBM vs CMG
-7.8%
+85.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.5% | +5.9% | +3.7% |
| 7D | +3.6% | -6.5% | +10.0% | +4.4% |
| 30D | +1.5% | +12.1% | -10.6% | -0.1% |
| 3M | -12.9% | +20.6% | -33.5% | -16.0% |
| 6M | -3.9% | +2.1% | -6.0% | -4.6% |
| YTD | -17.3% | -2.6% | -14.7% | -17.2% |
| 1Y | -5.0% | -8.7% | +3.7% | -4.4% |
| All | +77.4% | -7.8% | +85.1% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling