+78.2%
AAPL vs CAH
+183.2%
-105.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.0% | -2.2% | -0.7% | -2.8% |
| 30D | +2.3% | +1.2% | +1.1% | +2.2% |
| 3M | +8.6% | +13.1% | -4.5% | +7.7% |
| 6M | +21.6% | +8.5% | +13.1% | +20.9% |
| YTD | +16.3% | +17.6% | -1.3% | +15.0% |
| 1Y | +35.1% | +60.7% | -25.6% | +30.2% |
| All | +78.2% | +183.2% | -105.0% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling