+79.8%
IBM vs CNI
+19.7%
+60.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.7% |
| 7D | +3.6% | -0.4% | +3.9% | +3.7% |
| 30D | +3.1% | -2.7% | +5.8% | +3.7% |
| 3M | -10.8% | +3.9% | -14.8% | -11.5% |
| 6M | -0.8% | +16.4% | -17.2% | -4.1% |
| YTD | -16.2% | +25.8% | -42.0% | -20.9% |
| 1Y | -2.9% | +32.4% | -35.3% | -9.6% |
| 3Y | +79.8% | +19.1% | +60.8% | +71.1% |
| All | +79.8% | +19.7% | +60.1% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling