+2,534.9%
IBM vs CP
+7,872.5%
-5,337.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.5% | +2.8% | -4.3% | -2.4% |
| 30D | +8.4% | +11.0% | -2.6% | +5.0% |
| 3M | +4.2% | +3.8% | +0.3% | +2.9% |
| 6M | +7.9% | +9.5% | -1.5% | +4.8% |
| YTD | -15.2% | +28.2% | -43.4% | -21.9% |
| 1Y | -18.7% | +33.0% | -51.7% | -26.0% |
| 3Y | +79.2% | +35.5% | +43.7% | +60.3% |
| 5Y | +144.7% | +25.8% | +118.9% | +120.8% |
| 10Y | +141.6% | +250.7% | -109.1% | +59.2% |
| All | +2,534.9% | +7,872.5% | -5,337.7% | +540.2% |
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