+134.5%
IBM vs CMI
+509.0%
-374.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | -0.3% | +0.8% | -1.1% | -0.6% |
| 30D | -1.8% | -12.8% | +10.9% | +2.5% |
| 3M | -13.5% | -12.4% | -1.0% | -11.0% |
| 6M | -5.1% | -0.9% | -4.2% | -8.7% |
| YTD | -19.4% | +8.9% | -28.2% | -25.9% |
| 1Y | -6.5% | +37.7% | -44.2% | -22.5% |
| 3Y | +73.8% | +148.9% | -75.0% | +8.3% |
| 5Y | +116.3% | +164.4% | -48.0% | +27.7% |
| All | +134.5% | +509.0% | -374.5% | -5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling