+2,562.9%
IBM vs CMI
+15,921.4%
-13,358.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | +9.2% | -14.0% | +23.2% | +13.3% |
| 3M | +4.9% | -28.1% | +33.1% | +13.8% |
| 6M | +16.8% | -35.8% | +52.6% | +28.7% |
| YTD | -14.3% | -10.5% | -3.8% | -14.4% |
| 1Y | -16.7% | -1.9% | -14.9% | -18.9% |
| 3Y | +82.2% | +121.0% | -38.8% | +40.6% |
| 5Y | +149.9% | +114.6% | +35.4% | +92.1% |
| 10Y | +142.6% | +325.5% | -182.9% | +54.3% |
| All | +2,562.9% | +15,921.4% | -13,358.6% | +512.1% |
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 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