+144.5%
IBM vs CPB
-44.2%
+188.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.3% |
| 7D | +3.6% | -8.0% | +11.5% | +5.1% |
| 30D | +1.5% | -2.4% | +3.9% | +1.9% |
| 3M | -12.9% | +0.5% | -13.5% | -13.2% |
| 6M | -3.9% | -10.5% | +6.6% | -2.4% |
| YTD | -17.3% | -17.5% | +0.2% | -14.9% |
| 1Y | -5.0% | -31.0% | +26.0% | +1.0% |
| 3Y | +78.2% | -40.6% | +118.8% | +93.2% |
| 5Y | +120.6% | -37.7% | +158.4% | +135.3% |
| 10Y | +144.5% | -43.4% | +187.9% | +162.3% |
| All | +144.5% | -44.2% | +188.7% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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