+713.8%
AAPL vs CLBK
+64.7%
+649.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -3.0% | -1.5% | -1.5% | -2.6% |
| 30D | +2.3% | +6.7% | -4.4% | +0.3% |
| 3M | +8.6% | +21.2% | -12.5% | +2.7% |
| 6M | +21.6% | +42.0% | -20.4% | +9.8% |
| YTD | +16.3% | +63.3% | -46.9% | +0.8% |
| 1Y | +35.1% | +65.4% | -30.3% | +16.2% |
| 3Y | +79.4% | +52.5% | +26.9% | +53.5% |
| 5Y | +109.8% | +42.0% | +67.9% | +75.3% |
| All | +713.8% | +64.7% | +649.0% | +592.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling