+475.5%
IBM vs CMG
+4,006.7%
-3,531.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -0.3% | -2.8% | +2.5% | +0.1% |
| 30D | +0.3% | +7.1% | -6.9% | -1.0% |
| 3M | -21.6% | +31.2% | -52.8% | -25.6% |
| 6M | -4.7% | +0.7% | -5.4% | -5.6% |
| YTD | -19.1% | -0.1% | -19.0% | -19.8% |
| 1Y | -2.5% | -10.7% | +8.2% | -2.1% |
| 3Y | +74.2% | -4.7% | +78.8% | +71.0% |
| 5Y | +113.1% | -3.8% | +116.9% | +105.1% |
| 10Y | +133.5% | +352.5% | -218.9% | +64.8% |
| All | +475.5% | +4,006.7% | -3,531.2% | +160.8% |
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