+1,361.6%
AAPL vs CCL
-32.2%
+1,393.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.2% | +0.6% |
| 7D | +3.2% | -0.3% | +3.5% | +3.2% |
| 30D | +4.1% | +10.3% | -6.3% | +2.2% |
| 3M | +17.5% | +6.6% | +10.9% | +15.7% |
| 6M | +20.6% | +20.0% | +0.6% | +15.7% |
| YTD | +31.0% | -1.9% | +32.9% | +29.4% |
| 1Y | +30.2% | +10.4% | +19.8% | +25.6% |
| 3Y | +92.9% | +134.8% | -42.0% | +59.8% |
| 5Y | +142.4% | +34.0% | +108.4% | +107.1% |
| All | +1,361.6% | -32.2% | +1,393.8% | +1,433.7% |
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