+122,851.5%
AAPL vs CL
+4,870.0%
+117,981.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.0% |
| 7D | +0.1% | -2.2% | +2.3% | +0.8% |
| 30D | +3.0% | -4.8% | +7.8% | +4.6% |
| 3M | +2.9% | +4.9% | -2.0% | +1.1% |
| 6M | +22.1% | -5.7% | +27.8% | +24.1% |
| YTD | +18.0% | +14.4% | +3.6% | +12.3% |
| 1Y | +33.9% | +8.7% | +25.2% | +29.2% |
| 3Y | +71.2% | +30.0% | +41.2% | +53.8% |
| 5Y | +112.6% | +28.4% | +84.2% | +90.9% |
| 10Y | +1,198.8% | +50.1% | +1,148.7% | +998.5% |
| All | +122,851.5% | +4,870.0% | +117,981.5% | +27,201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling