+2,413.6%
IBM vs CPB
+325.7%
+2,087.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.8% |
| 7D | -0.3% | -8.6% | +8.3% | +1.6% |
| 30D | +0.3% | -7.2% | +7.5% | +1.8% |
| 3M | -21.6% | +0.9% | -22.5% | -22.0% |
| 6M | -4.7% | -11.8% | +7.1% | -2.5% |
| YTD | -19.1% | -19.4% | +0.3% | -15.7% |
| 1Y | -2.5% | -30.4% | +27.9% | +4.6% |
| 3Y | +74.2% | -40.2% | +114.3% | +91.1% |
| 5Y | +113.1% | -39.5% | +152.6% | +131.4% |
| 10Y | +133.5% | -47.4% | +180.9% | +154.0% |
| All | +2,413.6% | +325.7% | +2,087.9% | +1,430.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling