+144.8%
IBM vs CP
+259.0%
-114.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | -0.3% | +0.9% | -1.2% | -0.7% |
| 30D | +6.8% | +10.3% | -3.6% | +2.5% |
| 3M | +4.4% | +2.3% | +2.1% | +3.3% |
| 6M | +13.2% | +10.7% | +2.5% | +8.2% |
| YTD | -15.1% | +29.3% | -44.4% | -24.6% |
| 1Y | -20.2% | +31.5% | -51.6% | -29.6% |
| 3Y | +79.3% | +36.7% | +42.6% | +51.9% |
| 5Y | +147.5% | +26.8% | +120.7% | +111.3% |
| All | +144.8% | +259.0% | -114.2% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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