+1,210.4%
AAPL vs CB
+214.7%
+995.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.6% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | +1.0% | -3.9% | +4.9% | +2.5% |
| 3M | +5.0% | +4.9% | 0.0% | +2.9% |
| 6M | +23.0% | +3.3% | +19.8% | +21.1% |
| YTD | +16.6% | +8.5% | +8.1% | +12.5% |
| 1Y | +33.4% | +22.1% | +11.4% | +22.7% |
| 3Y | +79.9% | +70.1% | +9.7% | +42.8% |
| 5Y | +109.0% | +97.4% | +11.6% | +55.1% |
| 10Y | +1,210.4% | +216.8% | +993.6% | +722.2% |
| All | +1,210.4% | +214.7% | +995.7% | +722.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling