+149.9%
IBM vs CP
+261.0%
-111.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | -0.4% |
| 7D | -2.5% | +2.8% | -5.3% | -3.6% |
| 30D | +8.4% | +11.3% | -3.0% | +3.6% |
| 3M | +4.5% | +2.9% | +1.6% | +3.1% |
| 6M | +7.9% | +9.8% | -1.9% | +3.5% |
| YTD | -15.2% | +28.5% | -43.8% | -24.5% |
| 1Y | -17.6% | +33.5% | -51.1% | -27.7% |
| 3Y | +82.1% | +31.9% | +50.1% | +56.6% |
| 5Y | +143.3% | +25.5% | +117.8% | +108.7% |
| 10Y | +149.9% | +257.6% | -107.7% | +27.0% |
| All | +149.9% | +261.0% | -111.1% | +27.0% |
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