+503.6%
IBM vs CMG
+3,807.8%
-3,304.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.8% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | +6.8% | +15.9% | -9.1% | +4.1% |
| 3M | +4.4% | +7.8% | -3.4% | +2.8% |
| 6M | +13.2% | +7.7% | +5.5% | +10.6% |
| YTD | -15.1% | -4.9% | -10.2% | -15.4% |
| 1Y | -20.2% | +12.3% | -32.5% | -22.7% |
| 3Y | +79.3% | -17.1% | +96.4% | +79.7% |
| 5Y | +147.5% | -5.6% | +153.1% | +138.4% |
| 10Y | +140.2% | +342.9% | -202.7% | +69.9% |
| All | +503.6% | +3,807.8% | -3,304.2% | +175.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling