+122,851.5%
AAPL vs CAG
+604.9%
+122,246.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +0.1% | -3.8% | +3.9% | +0.9% |
| 30D | +3.0% | +3.1% | -0.2% | +2.3% |
| 3M | +2.9% | +23.5% | -20.6% | -1.7% |
| 6M | +22.1% | -14.8% | +36.9% | +25.5% |
| YTD | +18.0% | -5.4% | +23.5% | +18.4% |
| 1Y | +33.9% | -11.8% | +45.7% | +36.1% |
| 3Y | +71.2% | -36.7% | +107.8% | +84.5% |
| 5Y | +112.6% | -40.3% | +152.9% | +130.5% |
| 10Y | +1,198.8% | -37.0% | +1,235.8% | +1,243.8% |
| All | +122,851.5% | +604.9% | +122,246.6% | +56,310.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling