+121,410.5%
AAPL vs CAH
+14,665.6%
+106,745.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.6% |
| 7D | -2.7% | +0.5% | -3.2% | -2.8% |
| 30D | +1.0% | +1.7% | -0.7% | +0.6% |
| 3M | +5.0% | +17.9% | -12.9% | +1.0% |
| 6M | +23.0% | +10.9% | +12.1% | +19.8% |
| YTD | +16.6% | +17.9% | -1.2% | +11.8% |
| 1Y | +33.4% | +61.7% | -28.3% | +18.6% |
| 3Y | +79.9% | +183.7% | -103.9% | +39.2% |
| 5Y | +109.0% | +401.3% | -292.3% | +41.2% |
| 10Y | +1,210.4% | +293.7% | +916.8% | +788.9% |
| All | +121,410.5% | +14,665.6% | +106,745.0% | +44,524.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling