+24,213.4%
AAPL vs CF
+5,948.3%
+18,265.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.8% |
| 7D | +0.1% | +6.0% | -5.9% | -1.2% |
| 30D | +3.0% | +14.8% | -11.9% | -0.2% |
| 3M | +2.9% | +14.1% | -11.2% | -0.4% |
| 6M | +22.1% | +28.5% | -6.4% | +13.2% |
| YTD | +18.0% | +74.9% | -56.9% | +1.7% |
| 1Y | +33.9% | +61.7% | -27.8% | +17.1% |
| 3Y | +71.2% | +80.3% | -9.2% | +42.6% |
| 5Y | +112.6% | +226.0% | -113.4% | +46.7% |
| 10Y | +1,198.8% | +569.9% | +628.9% | +591.6% |
| All | +24,213.4% | +5,948.3% | +18,265.1% | +6,159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling