+1,487.7%
AAPL vs CFG
+362.1%
+1,125.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.8% |
| 7D | +1.8% | -0.8% | +2.5% | +2.0% |
| 30D | +4.3% | +3.1% | +1.2% | +3.4% |
| 3M | +16.6% | -9.7% | +26.3% | +19.7% |
| 6M | +21.6% | +6.7% | +14.9% | +19.0% |
| YTD | +31.2% | +15.2% | +16.0% | +25.4% |
| 1Y | +29.6% | +28.8% | +0.8% | +20.1% |
| 3Y | +93.1% | +190.1% | -97.0% | +41.2% |
| 5Y | +146.2% | +63.4% | +82.8% | +105.4% |
| 10Y | +1,326.9% | +219.8% | +1,107.1% | +798.7% |
| All | +1,487.7% | +362.1% | +1,125.6% | +782.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling