+80.4%
IBM vs CMS
+35.4%
+45.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.5% |
| 7D | -5.0% | -1.3% | -3.7% | -4.7% |
| 30D | +11.1% | +6.3% | +4.8% | +9.8% |
| 3M | +5.7% | -2.1% | +7.8% | +6.0% |
| 6M | +10.1% | -5.1% | +15.2% | +11.4% |
| YTD | -15.6% | +1.3% | -16.9% | -16.2% |
| 1Y | -19.5% | -1.4% | -18.1% | -19.5% |
| 3Y | +80.4% | +36.9% | +43.5% | +63.0% |
| All | +80.4% | +35.4% | +45.0% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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