+124.8%
AAPL vs CLBK
+41.8%
+82.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.0% | +3.5% |
| 7D | -0.5% | -1.4% | +0.9% | -0.2% |
| 30D | +7.1% | +4.5% | +2.6% | +6.1% |
| 3M | +12.1% | +22.8% | -10.7% | +7.2% |
| 6M | +25.4% | +43.4% | -18.0% | +16.1% |
| YTD | +20.5% | +64.1% | -43.7% | +8.4% |
| 1Y | +44.5% | +67.6% | -23.0% | +29.1% |
| 3Y | +85.8% | +53.3% | +32.5% | +65.5% |
| 5Y | +124.8% | +44.8% | +79.9% | +100.6% |
| All | +124.8% | +41.8% | +82.9% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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