+143.3%
AAPL vs CL
+43.4%
+99.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.1% |
| 7D | +4.1% | +3.2% | +0.9% | +3.3% |
| 30D | +4.0% | +8.0% | -4.1% | +1.9% |
| 3M | +16.8% | +7.9% | +8.9% | +14.4% |
| 6M | +19.4% | +14.7% | +4.7% | +15.1% |
| YTD | +31.5% | +29.2% | +2.3% | +22.6% |
| 1Y | +31.0% | +29.5% | +1.4% | +21.9% |
| 3Y | +95.3% | +40.7% | +54.6% | +71.7% |
| All | +143.3% | +43.4% | +99.9% | +114.4% |
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