+133.0%
AAPL vs CF
+120.6%
+12.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -0.7% | -3.2% | +2.5% | -0.5% |
| 30D | +1.7% | +4.3% | -2.6% | +1.4% |
| 3M | +9.7% | +2.8% | +6.9% | +9.4% |
| 6M | +19.3% | +0.6% | +18.7% | +19.0% |
| YTD | +26.3% | +56.6% | -30.4% | +19.8% |
| 1Y | +27.4% | +49.6% | -22.2% | +21.4% |
| 3Y | +93.6% | +61.5% | +32.1% | +80.2% |
| All | +133.0% | +120.6% | +12.4% | +107.0% |
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