+84.5%
AAPL vs CAG
-39.3%
+123.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +3.8% |
| 7D | -0.5% | -5.9% | +5.4% | +0.1% |
| 30D | +7.1% | -1.5% | +8.6% | +7.2% |
| 3M | +12.1% | +11.5% | +0.6% | +11.0% |
| 6M | +25.4% | -15.7% | +41.1% | +27.7% |
| YTD | +20.5% | -10.2% | +30.7% | +21.5% |
| 1Y | +44.5% | -18.1% | +62.6% | +47.3% |
| All | +84.5% | -39.3% | +123.8% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 3y: compounded portfolio wealth divided by compounded CAG 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…
3y analysis · Full analysis span regression · 6 months rolling