+294.1%
IBM vs CNC
+5,330.7%
-5,036.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.7% |
| 7D | +0.3% | -1.0% | +1.3% | +0.4% |
| 30D | -1.5% | -1.8% | +0.3% | -1.3% |
| 3M | -16.8% | -0.7% | -16.1% | -16.9% |
| 6M | -9.0% | +47.9% | -57.0% | -14.5% |
| YTD | -20.1% | +56.9% | -77.0% | -25.7% |
| 1Y | -7.0% | +123.9% | -130.9% | -18.3% |
| 3Y | +72.4% | -1.3% | +73.7% | +64.8% |
| 5Y | +112.0% | +2.8% | +109.2% | +99.4% |
| 10Y | +131.6% | +90.9% | +40.7% | +97.0% |
| All | +294.1% | +5,330.7% | -5,036.6% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling