+77.4%
IBM vs CMI
+149.3%
-71.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.5% |
| 7D | +3.6% | +0.7% | +2.9% | +3.5% |
| 30D | +1.5% | -12.3% | +13.8% | +2.4% |
| 3M | -12.9% | -16.8% | +3.9% | -12.2% |
| 6M | -3.9% | +1.5% | -5.4% | -8.1% |
| YTD | -17.3% | +9.8% | -27.1% | -22.9% |
| 1Y | -5.0% | +42.6% | -47.6% | -17.5% |
| All | +77.4% | +149.3% | -71.9% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling