+115.5%
IBM vs CNH
+11.5%
+104.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -4.0% | -0.5% |
| 7D | -0.3% | +23.3% | -23.6% | -3.4% |
| 30D | +0.3% | +33.5% | -33.2% | -4.2% |
| 3M | -21.6% | +32.7% | -54.3% | -25.2% |
| 6M | -4.7% | +22.2% | -26.9% | -8.2% |
| YTD | -19.1% | +57.7% | -76.8% | -25.9% |
| 1Y | -2.5% | +28.0% | -30.5% | -7.3% |
| 3Y | +74.2% | +11.5% | +62.6% | +67.2% |
| All | +115.5% | +11.5% | +104.0% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling