+140.5%
IBM vs CRS
+1,443.4%
-1,303.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +3.6% | -0.5% | +4.1% | +3.7% |
| 30D | +1.5% | -18.1% | +19.6% | +5.4% |
| 3M | -12.9% | -12.4% | -0.5% | -11.3% |
| 6M | -3.9% | +15.9% | -19.8% | -7.9% |
| YTD | -17.3% | +45.8% | -63.2% | -25.0% |
| 1Y | -5.0% | +87.8% | -92.7% | -18.9% |
| 3Y | +78.2% | +648.7% | -570.5% | +7.2% |
| 5Y | +120.6% | +1,416.6% | -1,296.0% | +6.5% |
| All | +140.5% | +1,443.4% | -1,303.0% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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