+143.6%
IBM vs CNH
+113.9%
+29.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.1% |
| 7D | -1.7% | +6.7% | -8.4% | -3.5% |
| 30D | +10.1% | +7.2% | +2.9% | +7.9% |
| 3M | +4.8% | +17.5% | -12.7% | -0.3% |
| 6M | +12.6% | +15.0% | -2.3% | +6.9% |
| YTD | -13.9% | +36.8% | -50.7% | -22.9% |
| 1Y | -18.7% | +27.6% | -46.3% | -25.9% |
| 3Y | +81.9% | +34.3% | +47.6% | +58.3% |
| 5Y | +148.3% | -12.2% | +160.5% | +136.8% |
| 10Y | +143.6% | +113.9% | +29.8% | +76.9% |
| All | +143.6% | +113.9% | +29.8% | +76.9% |
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