+138.2%
IBM vs CPB
-31.3%
+169.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -5.0% | +8.0% | -13.0% | -6.2% |
| 30D | +11.1% | +22.4% | -11.3% | +7.1% |
| 3M | +5.7% | +2.5% | +3.2% | +5.0% |
| 6M | +10.1% | +12.2% | -2.1% | +7.6% |
| YTD | -15.6% | -12.8% | -2.8% | -14.5% |
| 1Y | -19.5% | -19.2% | -0.4% | -17.5% |
| 3Y | +80.4% | -35.6% | +115.9% | +90.8% |
| All | +138.2% | -31.3% | +169.5% | +151.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling