+139.3%
IBM vs CPNG
-75.9%
+215.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | -0.3% | -7.4% | +7.1% | +0.2% |
| 30D | +0.3% | -4.4% | +4.7% | +0.6% |
| 3M | -21.6% | -7.5% | -14.1% | -21.3% |
| 6M | -4.7% | -19.9% | +15.3% | -3.6% |
| YTD | -19.1% | -35.2% | +16.1% | -17.4% |
| 1Y | -2.5% | -46.8% | +44.3% | +0.4% |
| 3Y | +74.2% | -20.2% | +94.3% | +75.8% |
| 5Y | +113.1% | -48.4% | +161.6% | +110.9% |
| All | +139.3% | -75.9% | +215.3% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling