+80.4%
IBM vs CNH
+7.0%
+73.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -1.2% |
| 7D | -5.0% | -1.7% | -3.3% | -4.8% |
| 30D | +11.1% | -7.2% | +18.3% | +12.0% |
| 3M | +5.7% | +6.5% | -0.8% | +4.7% |
| 6M | +10.1% | +7.9% | +2.2% | +8.6% |
| YTD | -15.6% | +26.6% | -42.2% | -19.9% |
| 1Y | -19.5% | +13.8% | -33.3% | -22.2% |
| 3Y | +80.4% | +9.2% | +71.2% | +75.4% |
| All | +80.4% | +7.0% | +73.4% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling