+142.2%
AAPL vs CF
+117.5%
+24.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | +3.1% | +5.4% | -2.2% | +2.9% |
| 30D | +4.0% | +6.5% | -2.6% | +3.6% |
| 3M | +17.4% | +4.6% | +12.8% | +17.0% |
| 6M | +20.5% | -3.3% | +23.8% | +20.6% |
| YTD | +30.9% | +63.9% | -33.0% | +23.9% |
| 1Y | +30.1% | +50.4% | -20.3% | +24.3% |
| 3Y | +92.7% | +68.2% | +24.5% | +79.1% |
| 5Y | +142.2% | +113.8% | +28.4% | +117.8% |
| All | +142.2% | +117.5% | +24.7% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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 · 6 months rolling