+2,413.6%
IBM vs CP
+7,669.4%
-5,255.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | -0.3% | -2.7% | +2.4% | +0.5% |
| 30D | +0.3% | +0.2% | +0.1% | +0.2% |
| 3M | -21.6% | +2.6% | -24.2% | -22.3% |
| 6M | -4.7% | +6.0% | -10.7% | -6.8% |
| YTD | -19.1% | +24.9% | -44.0% | -24.8% |
| 1Y | -2.5% | +20.1% | -22.6% | -8.5% |
| 3Y | +74.2% | +16.4% | +57.8% | +63.1% |
| 5Y | +113.1% | +31.7% | +81.4% | +89.6% |
| 10Y | +133.5% | +223.9% | -90.3% | +57.3% |
| All | +2,413.6% | +7,669.4% | -5,255.8% | +515.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling