+131.6%
IBM vs CNP
+135.4%
-3.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | +0.3% | +1.6% | -1.3% | -0.3% |
| 30D | -1.5% | -0.8% | -0.7% | -1.3% |
| 3M | -16.8% | -3.6% | -13.2% | -15.7% |
| 6M | -9.0% | -6.9% | -2.1% | -6.9% |
| YTD | -20.1% | +6.4% | -26.5% | -22.4% |
| 1Y | -7.0% | +9.9% | -17.0% | -11.1% |
| 3Y | +72.4% | +53.1% | +19.3% | +42.7% |
| 5Y | +112.0% | +72.0% | +40.0% | +65.5% |
| 10Y | +131.6% | +131.5% | 0.0% | +48.3% |
| All | +131.6% | +135.4% | -3.8% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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