+143.3%
AAPL vs CG
-23.0%
+166.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +4.1% | +0.2% | +4.0% | +4.0% |
| 30D | +4.0% | +11.2% | -7.2% | +0.3% |
| 3M | +16.8% | -22.1% | +38.9% | +25.8% |
| 6M | +19.4% | -17.9% | +37.3% | +25.6% |
| YTD | +31.5% | -31.3% | +62.8% | +45.4% |
| 1Y | +31.0% | -24.0% | +54.9% | +39.4% |
| 3Y | +95.3% | +45.0% | +50.3% | +52.4% |
| All | +143.3% | -23.0% | +166.4% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling