+143.3%
AAPL vs CFG
+61.7%
+81.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +4.1% | +3.2% | +0.9% | +3.2% |
| 30D | +4.0% | +5.1% | -1.2% | +2.4% |
| 3M | +16.8% | -11.2% | +28.0% | +20.8% |
| 6M | +19.4% | +9.6% | +9.8% | +15.5% |
| YTD | +31.5% | +15.0% | +16.5% | +25.0% |
| 1Y | +31.0% | +29.9% | +1.1% | +19.8% |
| 3Y | +95.3% | +192.1% | -96.8% | +36.3% |
| All | +143.3% | +61.7% | +81.6% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling