+1,367.3%
AAPL vs CCL
-32.5%
+1,399.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +4.1% | -1.2% | +5.3% | +4.3% |
| 30D | +4.0% | +13.1% | -9.2% | +1.6% |
| 3M | +16.8% | +3.4% | +13.4% | +15.6% |
| 6M | +19.4% | +18.7% | +0.7% | +14.8% |
| YTD | +31.5% | -2.3% | +33.8% | +30.0% |
| 1Y | +31.0% | +14.2% | +16.8% | +25.6% |
| 3Y | +95.3% | +133.6% | -38.3% | +62.0% |
| 5Y | +143.4% | +33.5% | +109.9% | +108.1% |
| All | +1,367.3% | -32.5% | +1,399.8% | +1,440.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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