+1,210.4%
AAPL vs CL
+51.8%
+1,158.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -2.7% | -1.4% | -1.4% | -2.2% |
| 30D | +1.0% | -5.2% | +6.2% | +3.2% |
| 3M | +5.0% | +3.3% | +1.7% | +3.4% |
| 6M | +23.0% | -4.4% | +27.4% | +24.8% |
| YTD | +16.6% | +13.9% | +2.7% | +9.6% |
| 1Y | +33.4% | +7.6% | +25.8% | +28.0% |
| 3Y | +79.9% | +29.6% | +50.3% | +54.1% |
| 5Y | +109.0% | +28.1% | +81.0% | +78.1% |
| 10Y | +1,210.4% | +53.4% | +1,157.1% | +925.9% |
| All | +1,210.4% | +51.8% | +1,158.6% | +925.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling