+133.0%
AAPL vs CI
+49.9%
+83.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.2% |
| 7D | -0.7% | -1.6% | +0.9% | -0.4% |
| 30D | +1.7% | +5.4% | -3.7% | +1.0% |
| 3M | +9.7% | +7.3% | +2.4% | +8.6% |
| 6M | +19.3% | +5.3% | +14.0% | +18.2% |
| YTD | +26.3% | +8.5% | +17.8% | +24.4% |
| 1Y | +27.4% | +17.1% | +10.3% | +24.1% |
| 3Y | +93.6% | +1.4% | +92.2% | +89.0% |
| All | +133.0% | +49.9% | +83.1% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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