+73.9%
IBM vs CPB
-40.0%
+113.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.6% |
| 7D | -0.3% | -8.6% | +8.3% | +1.0% |
| 30D | +0.3% | -7.2% | +7.5% | +1.3% |
| 3M | -21.6% | +0.9% | -22.5% | -21.8% |
| 6M | -4.7% | -11.8% | +7.1% | -3.6% |
| YTD | -19.1% | -19.4% | +0.3% | -17.3% |
| 1Y | -2.5% | -30.4% | +27.9% | +1.5% |
| All | +73.9% | -40.0% | +113.9% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling