+2,413.6%
IBM vs CMI
+19,768.2%
-17,354.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.6% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | +0.3% | -13.4% | +13.7% | +4.0% |
| 3M | -21.6% | -17.0% | -4.6% | -18.6% |
| 6M | -4.7% | -1.6% | -3.0% | -6.4% |
| YTD | -19.1% | +11.0% | -30.1% | -23.3% |
| 1Y | -2.5% | +41.9% | -44.4% | -13.8% |
| 3Y | +74.2% | +151.8% | -77.6% | +30.3% |
| 5Y | +113.1% | +163.6% | -50.4% | +55.7% |
| 10Y | +133.5% | +472.9% | -339.4% | +37.9% |
| All | +2,413.6% | +19,768.2% | -17,354.6% | +448.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling