-13.3%
IBM vs CMI
+10.9%
-24.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.8% | +7.5% | +0.8% |
| 7D | +0.4% | -11.2% | +11.6% | -1.3% |
| 30D | +14.8% | -9.8% | +24.6% | +13.1% |
| 3M | +8.9% | -25.5% | +34.5% | +4.0% |
| 6M | +12.4% | -27.7% | +40.1% | +6.0% |
| YTD | -12.4% | -6.6% | -5.8% | -23.0% |
| 1Y | -13.3% | +11.7% | -24.9% | -28.6% |
| All | -13.3% | +10.9% | -24.2% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling