+9.6%
AAPL vs CBRS
-45.3%
+54.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.0% | +3.5% |
| 7D | -0.5% | +0.5% | -1.0% | -0.5% |
| 30D | +7.1% | -18.5% | +25.6% | +6.8% |
| 3M | +12.1% | -19.4% | +31.5% | +11.8% |
| All | +9.6% | -45.3% | +54.9% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling