+82.2%
IBM vs CMI
+121.3%
-39.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +1.6% | +0.5% | +1.1% | +1.5% |
| 30D | +9.2% | -14.0% | +23.2% | +10.3% |
| 3M | +4.9% | -28.1% | +33.1% | +7.2% |
| 6M | +16.8% | -35.8% | +52.6% | +20.2% |
| YTD | -14.3% | -10.5% | -3.8% | -19.1% |
| 1Y | -16.7% | -1.9% | -14.9% | -23.3% |
| 3Y | +82.2% | +121.0% | -38.8% | +39.6% |
| All | +82.2% | +121.3% | -39.1% | +39.6% |
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 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