+2,413.6%
IBM vs CMS
+457.8%
+1,955.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +0.3% | -3.6% | +3.9% | +1.1% |
| 3M | -21.6% | -1.9% | -19.7% | -21.3% |
| 6M | -4.7% | -11.0% | +6.3% | -2.2% |
| YTD | -19.1% | +0.2% | -19.3% | -19.4% |
| 1Y | -2.5% | -1.3% | -1.2% | -2.6% |
| 3Y | +74.2% | +35.9% | +38.2% | +60.3% |
| 5Y | +113.1% | +23.1% | +90.1% | +99.7% |
| 10Y | +133.5% | +117.9% | +15.6% | +91.9% |
| All | +2,413.6% | +457.8% | +1,955.8% | +1,355.7% |
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