+142.4%
AAPL vs CAG
-41.2%
+183.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | +3.2% | -6.2% | +9.4% | +4.1% |
| 30D | +4.1% | +7.4% | -3.4% | +2.9% |
| 3M | +17.5% | -1.6% | +19.1% | +17.5% |
| 6M | +20.6% | +6.3% | +14.2% | +19.2% |
| YTD | +31.0% | -10.1% | +41.1% | +32.3% |
| 1Y | +30.2% | -10.2% | +40.5% | +31.5% |
| 3Y | +92.9% | -37.3% | +130.2% | +104.2% |
| 5Y | +142.4% | -41.6% | +184.0% | +179.1% |
| All | +142.4% | -41.2% | +183.6% | +179.1% |
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