+138.4%
IBM vs CPNG
-76.9%
+215.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -0.3% | -5.4% | +5.1% | +0.1% |
| 30D | -1.8% | -11.1% | +9.2% | -1.1% |
| 3M | -13.5% | -3.0% | -10.5% | -13.4% |
| 6M | -5.1% | -23.5% | +18.4% | -3.7% |
| YTD | -19.4% | -37.8% | +18.4% | -17.5% |
| 1Y | -6.5% | -54.3% | +47.8% | -2.9% |
| 3Y | +73.8% | -20.8% | +94.6% | +75.8% |
| 5Y | +116.3% | -51.1% | +167.4% | +114.4% |
| All | +138.4% | -76.9% | +215.3% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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