+1,363.6%
AAPL vs CLF
+80.9%
+1,282.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.1% | +1.7% |
| 7D | +1.8% | +2.3% | -0.6% | +1.3% |
| 30D | +4.3% | +1.9% | +2.4% | +3.4% |
| 3M | +16.6% | +5.9% | +10.8% | +14.4% |
| 6M | +21.6% | +16.9% | +4.7% | +16.5% |
| YTD | +31.2% | -1.1% | +32.2% | +27.5% |
| 1Y | +29.6% | +28.8% | +0.7% | +20.7% |
| 3Y | +93.1% | -20.6% | +113.7% | +83.0% |
| 5Y | +146.2% | -41.5% | +187.7% | +136.8% |
| All | +1,363.6% | +80.9% | +1,282.7% | +958.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling