+130.5%
IBM vs CP
+222.0%
-91.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -0.3% | -2.7% | +2.4% | +0.8% |
| 30D | +0.3% | +0.2% | +0.1% | +0.1% |
| 3M | -21.6% | +2.6% | -24.2% | -22.5% |
| 6M | -4.7% | +6.0% | -10.7% | -7.5% |
| YTD | -19.1% | +24.9% | -44.0% | -26.9% |
| 1Y | -2.5% | +20.1% | -22.6% | -10.7% |
| 3Y | +74.2% | +16.4% | +57.8% | +58.4% |
| 5Y | +113.1% | +31.7% | +81.4% | +77.9% |
| All | +130.5% | +222.0% | -91.5% | +22.3% |
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