+120.6%
IBM vs CPNG
-52.6%
+173.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.4% |
| 7D | +3.6% | -7.6% | +11.1% | +4.2% |
| 30D | +1.5% | -8.8% | +10.4% | +2.3% |
| 3M | -12.9% | -7.2% | -5.7% | -12.5% |
| 6M | -3.9% | -21.5% | +17.6% | -2.4% |
| YTD | -17.3% | -37.4% | +20.1% | -14.9% |
| 1Y | -5.0% | -54.3% | +49.4% | -0.3% |
| 3Y | +78.2% | -20.3% | +98.5% | +80.3% |
| 5Y | +120.6% | -51.2% | +171.8% | +120.5% |
| All | +120.6% | -52.6% | +173.2% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling