+1,254.4%
AAPL vs CCL
-42.0%
+1,296.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.7% |
| 7D | -0.5% | -4.3% | +3.8% | +0.3% |
| 30D | +7.1% | -19.0% | +26.1% | +11.0% |
| 3M | +12.1% | -13.1% | +25.2% | +14.5% |
| 6M | +25.4% | -13.3% | +38.7% | +27.5% |
| YTD | +20.5% | -25.2% | +45.7% | +25.3% |
| 1Y | +44.5% | -27.2% | +71.7% | +50.2% |
| 3Y | +85.8% | +49.2% | +36.5% | +66.6% |
| 5Y | +124.8% | +0.4% | +124.4% | +102.3% |
| All | +1,254.4% | -42.0% | +1,296.3% | +1,366.7% |
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