+1,151.2%
IBM vs CNI
+6,541.6%
-5,390.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -0.3% | -2.1% | +1.8% | +0.5% |
| 30D | +0.3% | -3.3% | +3.5% | +1.5% |
| 3M | -21.6% | +3.8% | -25.4% | -22.7% |
| 6M | -4.7% | +12.7% | -17.4% | -9.4% |
| YTD | -19.1% | +26.3% | -45.4% | -26.5% |
| 1Y | -2.5% | +29.9% | -32.4% | -12.6% |
| 3Y | +74.2% | +15.9% | +58.2% | +60.8% |
| 5Y | +113.1% | +6.9% | +106.2% | +99.8% |
| 10Y | +133.5% | +126.8% | +6.8% | +62.1% |
| All | +1,151.2% | +6,541.6% | -5,390.4% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling