+2,413.6%
IBM vs CNP
+1,826.3%
+587.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -0.3% | +1.1% | -1.4% | -0.5% |
| 30D | +0.3% | -1.8% | +2.1% | +0.6% |
| 3M | -21.6% | -4.6% | -17.0% | -20.9% |
| 6M | -4.7% | -8.8% | +4.2% | -3.2% |
| YTD | -19.1% | +5.2% | -24.3% | -20.1% |
| 1Y | -2.5% | +8.3% | -10.8% | -4.3% |
| 3Y | +74.2% | +54.9% | +19.3% | +58.9% |
| 5Y | +113.1% | +73.5% | +39.6% | +89.8% |
| 10Y | +133.5% | +139.1% | -5.6% | +92.5% |
| All | +2,413.6% | +1,826.3% | +587.3% | +1,173.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling