+77.4%
IBM vs CNC
-2.4%
+79.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.4% |
| 7D | +3.6% | -4.9% | +8.4% | +3.7% |
| 30D | +1.5% | -3.8% | +5.3% | +1.7% |
| 3M | -12.9% | -3.2% | -9.7% | -12.9% |
| 6M | -3.9% | +47.9% | -51.8% | -5.8% |
| YTD | -17.3% | +55.7% | -73.0% | -19.2% |
| 1Y | -5.0% | +106.2% | -111.2% | -8.7% |
| All | +77.4% | -2.4% | +79.8% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling