-2.5%
IBM vs CNI
+29.8%
-32.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -0.3% | -2.1% | +1.8% | 0.0% |
| 30D | +0.3% | -3.3% | +3.5% | +0.8% |
| 3M | -21.6% | +3.8% | -25.4% | -21.8% |
| 6M | -4.7% | +12.7% | -17.4% | -5.3% |
| YTD | -19.1% | +26.3% | -45.4% | -21.8% |
| 1Y | -2.5% | +29.9% | -32.4% | -5.5% |
| All | -2.5% | +29.8% | -32.3% | -5.5% |
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