+133.0%
AAPL vs CL
+39.7%
+93.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | 0.0% |
| 7D | -0.7% | +1.3% | -2.0% | -1.0% |
| 30D | +1.7% | +11.4% | -9.7% | -1.1% |
| 3M | +9.7% | +4.4% | +5.3% | +8.4% |
| 6M | +19.3% | +10.8% | +8.5% | +16.0% |
| YTD | +26.3% | +25.1% | +1.2% | +18.7% |
| 1Y | +27.4% | +28.0% | -0.6% | +18.9% |
| 3Y | +93.6% | +37.6% | +56.0% | +71.0% |
| All | +133.0% | +39.7% | +93.3% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling