+1,306.6%
AAPL vs CFG
+230.2%
+1,076.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +5.0% | +0.7% | +4.3% | +4.8% |
| 30D | +3.5% | +2.8% | +0.7% | +2.8% |
| 3M | +13.1% | -10.1% | +23.1% | +16.1% |
| 6M | +19.0% | +3.2% | +15.8% | +17.5% |
| YTD | +28.5% | +14.2% | +14.4% | +23.3% |
| 1Y | +29.7% | +27.4% | +2.3% | +20.7% |
| 3Y | +89.2% | +187.6% | -98.3% | +39.4% |
| 5Y | +141.2% | +65.7% | +75.5% | +101.2% |
| 10Y | +1,306.6% | +219.7% | +1,086.9% | +968.1% |
| All | +1,306.6% | +230.2% | +1,076.4% | +968.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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