+1,363.6%
AAPL vs CL
+84.9%
+1,278.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | +1.8% | -0.8% | +2.5% | +2.1% |
| 30D | +4.3% | +9.5% | -5.2% | +0.4% |
| 3M | +16.6% | +6.8% | +9.9% | +13.4% |
| 6M | +21.6% | +14.3% | +7.3% | +14.8% |
| YTD | +31.2% | +27.0% | +4.2% | +17.9% |
| 1Y | +29.6% | +26.3% | +3.3% | +16.5% |
| 3Y | +93.1% | +39.3% | +53.9% | +61.4% |
| 5Y | +146.2% | +41.5% | +104.7% | +101.7% |
| All | +1,363.6% | +84.9% | +1,278.7% | +973.6% |
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