+1,254.4%
AAPL vs CG
+321.9%
+932.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +5.9% | +4.4% |
| 7D | -0.5% | -9.8% | +9.3% | +3.1% |
| 30D | +7.1% | -10.3% | +17.4% | +11.0% |
| 3M | +12.1% | -1.7% | +13.8% | +11.8% |
| 6M | +25.4% | -9.8% | +35.2% | +28.3% |
| YTD | +20.5% | -25.6% | +46.0% | +31.0% |
| 1Y | +44.5% | -32.5% | +77.0% | +62.0% |
| 3Y | +85.8% | +45.6% | +40.1% | +46.8% |
| 5Y | +124.8% | +3.7% | +121.1% | +94.6% |
| All | +1,254.4% | +321.9% | +932.5% | +665.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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