+130.5%
IBM vs CNH
+165.6%
-35.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -4.0% | -0.9% |
| 7D | -0.3% | +23.3% | -23.6% | -5.5% |
| 30D | +0.3% | +33.5% | -33.2% | -7.1% |
| 3M | -21.6% | +32.7% | -54.3% | -27.6% |
| 6M | -4.7% | +22.2% | -26.9% | -10.9% |
| YTD | -19.1% | +57.7% | -76.8% | -29.7% |
| 1Y | -2.5% | +28.0% | -30.5% | -10.5% |
| 3Y | +74.2% | +11.5% | +62.6% | +61.6% |
| 5Y | +113.1% | +11.9% | +101.3% | +90.0% |
| All | +130.5% | +165.6% | -35.1% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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