+115.5%
IBM vs CNP
+73.1%
+42.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -0.3% | +1.1% | -1.4% | -0.6% |
| 30D | +0.3% | -1.8% | +2.1% | +0.7% |
| 3M | -21.6% | -4.6% | -17.0% | -20.5% |
| 6M | -4.7% | -8.8% | +4.2% | -2.3% |
| YTD | -19.1% | +5.2% | -24.3% | -20.7% |
| 1Y | -2.5% | +8.3% | -10.8% | -5.5% |
| 3Y | +74.2% | +54.9% | +19.3% | +47.2% |
| All | +115.5% | +73.1% | +42.4% | +74.3% |
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 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