+19.7%
AAPL vs CBRS
-68.9%
+88.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.8% | +0.5% |
| 7D | +4.1% | +21.2% | -17.1% | +4.4% |
| 30D | +4.0% | -23.2% | +27.1% | +3.3% |
| 3M | +16.8% | -52.9% | +69.7% | +15.1% |
| All | +19.7% | -68.9% | +88.6% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 CBRS 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