+83.0%
IBM vs CNH
+35.8%
+47.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.3% |
| 7D | -1.7% | +6.7% | -8.4% | -2.6% |
| 30D | +10.1% | +7.2% | +2.9% | +9.0% |
| 3M | +4.8% | +17.5% | -12.7% | +2.4% |
| 6M | +12.6% | +15.0% | -2.3% | +10.1% |
| YTD | -13.9% | +36.8% | -50.7% | -19.3% |
| 1Y | -18.7% | +27.6% | -46.3% | -22.8% |
| All | +83.0% | +35.8% | +47.2% | +73.3% |
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