+33.9%
AAPL vs CL
+8.2%
+25.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.3% |
| 7D | +0.1% | -2.2% | +2.3% | +0.4% |
| 30D | +3.0% | -4.8% | +7.8% | +3.7% |
| 3M | +2.9% | +4.9% | -2.0% | +2.8% |
| 6M | +22.1% | -5.7% | +27.8% | +21.2% |
| YTD | +18.0% | +14.4% | +3.6% | +19.8% |
| 1Y | +33.9% | +8.7% | +25.2% | +31.8% |
| All | +33.9% | +8.2% | +25.7% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling