+2,521.8%
IBM vs CMS
+463.7%
+2,058.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.3% |
| 7D | -5.0% | -1.3% | -3.7% | -4.7% |
| 30D | +11.1% | +6.3% | +4.8% | +9.4% |
| 3M | +5.7% | -2.1% | +7.8% | +6.1% |
| 6M | +10.1% | -5.1% | +15.2% | +11.3% |
| YTD | -15.6% | +1.3% | -16.9% | -16.2% |
| 1Y | -19.5% | -1.4% | -18.1% | -19.6% |
| 3Y | +80.4% | +36.9% | +43.5% | +65.7% |
| 5Y | +140.0% | +32.5% | +107.5% | +120.9% |
| 10Y | +155.0% | +126.8% | +28.2% | +107.6% |
| All | +2,521.8% | +463.7% | +2,058.1% | +1,413.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling