+2,544.4%
IBM vs CP
+7,870.0%
-5,325.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | -4.3% | +6.1% | -10.4% | -6.0% |
| 30D | +11.7% | +9.8% | +1.9% | +8.5% |
| 3M | +5.5% | +2.7% | +2.7% | +4.5% |
| 6M | +9.5% | +12.8% | -3.3% | +5.3% |
| YTD | -14.9% | +28.2% | -43.0% | -21.6% |
| 1Y | -17.4% | +34.1% | -51.5% | -25.0% |
| 3Y | +83.3% | +28.9% | +54.4% | +66.4% |
| 5Y | +142.1% | +27.1% | +115.0% | +117.8% |
| 10Y | +157.2% | +264.8% | -107.6% | +67.6% |
| All | +2,544.4% | +7,870.0% | -5,325.6% | +542.6% |
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