+138.2%
IBM vs CNP
+73.6%
+64.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.3% |
| 7D | -5.0% | -4.2% | -0.8% | -3.9% |
| 30D | +11.1% | +5.5% | +5.6% | +9.4% |
| 3M | +5.7% | +0.6% | +5.1% | +5.3% |
| 6M | +10.1% | -2.8% | +13.0% | +10.8% |
| YTD | -15.6% | +7.9% | -23.5% | -18.0% |
| 1Y | -19.5% | +6.7% | -26.2% | -21.5% |
| 3Y | +80.4% | +61.1% | +19.3% | +50.4% |
| All | +138.2% | +73.6% | +64.7% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling