-13.3%
IBM vs CNI
+37.5%
-50.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.4% |
| 7D | +0.4% | +3.7% | -3.3% | -0.2% |
| 30D | +14.8% | +8.1% | +6.7% | +13.2% |
| 3M | +8.9% | +1.9% | +7.1% | +8.6% |
| 6M | +12.4% | +19.2% | -6.8% | +10.8% |
| YTD | -12.4% | +32.7% | -45.1% | -16.8% |
| 1Y | -13.3% | +37.0% | -50.3% | -18.1% |
| All | -13.3% | +37.5% | -50.8% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling