+143.8%
IBM vs CNI
+138.2%
+5.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.6% |
| 7D | +3.6% | -0.4% | +3.9% | +3.8% |
| 30D | +3.1% | -2.7% | +5.8% | +4.3% |
| 3M | -10.8% | +3.9% | -14.8% | -12.4% |
| 6M | -0.8% | +16.4% | -17.2% | -7.7% |
| YTD | -16.2% | +25.8% | -42.0% | -25.1% |
| 1Y | -2.9% | +32.4% | -35.3% | -15.4% |
| 3Y | +79.8% | +19.1% | +60.8% | +61.0% |
| 5Y | +124.9% | +13.6% | +111.3% | +100.1% |
| All | +143.8% | +138.2% | +5.6% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling