+131,458.9%
AAPL vs CI
+7,937.0%
+123,521.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | 0.0% |
| 7D | -0.7% | -1.6% | +0.9% | -0.3% |
| 30D | +1.7% | +5.4% | -3.7% | +0.5% |
| 3M | +9.7% | +7.3% | +2.4% | +8.0% |
| 6M | +19.3% | +5.3% | +14.0% | +17.6% |
| YTD | +26.3% | +8.5% | +17.8% | +23.3% |
| 1Y | +27.4% | +17.1% | +10.3% | +22.2% |
| 3Y | +93.6% | +1.4% | +92.2% | +86.5% |
| 5Y | +131.7% | +50.5% | +81.2% | +102.8% |
| 10Y | +1,268.5% | +168.5% | +1,100.0% | +936.5% |
| All | +131,458.9% | +7,937.0% | +123,521.9% | +41,935.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling