+134.5%
IBM vs CNC
+96.8%
+37.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.8% |
| 7D | -0.3% | -3.9% | +3.6% | +0.3% |
| 30D | -1.8% | +0.8% | -2.6% | -2.0% |
| 3M | -13.5% | +0.1% | -13.6% | -13.8% |
| 6M | -5.1% | +79.7% | -84.8% | -15.0% |
| YTD | -19.4% | +58.9% | -78.3% | -26.7% |
| 1Y | -6.5% | +109.1% | -115.7% | -19.9% |
| 3Y | +73.8% | 0.0% | +73.8% | +64.3% |
| 5Y | +116.3% | +9.5% | +106.8% | +94.7% |
| All | +134.5% | +96.8% | +37.7% | +98.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling