+138.2%
IBM vs CP
+24.4%
+113.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | -5.0% | +2.8% | -7.7% | -5.7% |
| 30D | +11.1% | +10.2% | +0.9% | +8.1% |
| 3M | +5.7% | +2.4% | +3.4% | +4.9% |
| 6M | +10.1% | +7.7% | +2.4% | +7.6% |
| YTD | -15.6% | +26.0% | -41.6% | -21.7% |
| 1Y | -19.5% | +34.6% | -54.2% | -26.9% |
| 3Y | +80.4% | +26.7% | +53.7% | +64.3% |
| All | +138.2% | +24.4% | +113.8% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling