-2.5%
IBM vs CNC
+129.2%
-131.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | -0.3% | +3.5% | -3.8% | -0.3% |
| 30D | +0.3% | +0.1% | +0.2% | +0.3% |
| 3M | -21.6% | +6.9% | -28.5% | -21.7% |
| 6M | -4.7% | +49.0% | -53.7% | -5.4% |
| YTD | -19.1% | +62.9% | -82.0% | -19.7% |
| 1Y | -2.5% | +134.0% | -136.5% | +0.8% |
| All | -2.5% | +129.2% | -131.7% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling