+150.1%
IBM vs CNC
-5.8%
+156.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.9% |
| 7D | +1.6% | +2.2% | -0.6% | +1.4% |
| 30D | +9.2% | +1.6% | +7.6% | +9.0% |
| 3M | +4.9% | +7.9% | -3.0% | +4.3% |
| 6M | +16.8% | +21.2% | -4.4% | +14.8% |
| YTD | -14.3% | +73.2% | -87.5% | -18.5% |
| 1Y | -16.7% | +97.5% | -114.2% | -21.8% |
| 3Y | +82.2% | -1.2% | +83.4% | +80.0% |
| All | +150.1% | -5.8% | +156.0% | +147.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling