+147.3%
IBM vs CP
+257.3%
-110.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +1.6% | +2.1% | -0.6% | +0.7% |
| 30D | +9.2% | +9.3% | -0.1% | +5.2% |
| 3M | +4.9% | +0.5% | +4.5% | +4.5% |
| 6M | +16.8% | +10.4% | +6.3% | +11.7% |
| YTD | -14.3% | +28.7% | -43.0% | -23.7% |
| 1Y | -16.7% | +33.2% | -49.9% | -26.9% |
| 3Y | +82.2% | +38.4% | +43.8% | +53.5% |
| 5Y | +149.9% | +26.2% | +123.8% | +113.9% |
| All | +147.3% | +257.3% | -110.1% | +26.9% |
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