+1,948.8%
AAPL vs CG
+282.0%
+1,666.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | +16.8% | -22.1% | +38.9% | +25.5% |
| 6M | +19.4% | -17.9% | +37.3% | +25.4% |
| YTD | +31.5% | -31.3% | +62.8% | +44.7% |
| 1Y | +31.0% | -24.0% | +54.9% | +39.2% |
| 3Y | +95.3% | +45.0% | +50.3% | +60.9% |
| 5Y | +143.4% | -22.6% | +166.0% | +136.4% |
| 10Y | +1,330.5% | +282.1% | +1,048.4% | +793.1% |
| All | +1,948.8% | +282.0% | +1,666.8% | +1,156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling