+120.6%
IBM vs CMI
+165.6%
-45.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.6% |
| 7D | +3.6% | +0.7% | +2.9% | +3.4% |
| 30D | +1.5% | -12.3% | +13.8% | +3.7% |
| 3M | -12.9% | -16.8% | +3.9% | -11.0% |
| 6M | -3.9% | +1.5% | -5.4% | -7.8% |
| YTD | -17.3% | +9.8% | -27.1% | -23.0% |
| 1Y | -5.0% | +42.6% | -47.6% | -18.4% |
| 3Y | +78.2% | +151.0% | -72.8% | +25.6% |
| 5Y | +120.6% | +167.0% | -46.4% | +50.9% |
| All | +120.6% | +165.6% | -45.0% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling