+45.0%
AAPL vs CAH
+57.9%
-12.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +1.8% |
| 7D | +3.8% | -5.1% | +8.9% | +3.9% |
| 30D | +9.9% | +0.2% | +9.8% | +10.0% |
| 3M | +12.5% | +6.3% | +6.2% | +12.4% |
| 6M | +27.6% | +9.4% | +18.2% | +27.6% |
| YTD | +22.6% | +15.0% | +7.6% | +22.9% |
| 1Y | +45.0% | +55.4% | -10.5% | +49.6% |
| All | +45.0% | +57.9% | -12.9% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling