+109.8%
AAPL vs CAG
-41.8%
+151.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -3.0% | -6.6% | +3.7% | -2.0% |
| 30D | +2.3% | +2.3% | 0.0% | +1.9% |
| 3M | +8.6% | +16.3% | -7.7% | +6.2% |
| 6M | +21.6% | -16.0% | +37.6% | +24.8% |
| YTD | +16.3% | -7.7% | +24.0% | +17.3% |
| 1Y | +35.1% | -16.0% | +51.1% | +38.3% |
| 3Y | +79.4% | -37.7% | +117.1% | +91.3% |
| 5Y | +109.8% | -41.2% | +151.1% | +133.7% |
| All | +109.8% | -41.8% | +151.6% | +133.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling