+1,276.0%
AAPL vs CLF
+92.7%
+1,183.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.0% | -4.6% | +1.4% |
| 7D | +3.7% | -14.1% | +17.7% | +5.7% |
| 30D | +4.2% | -5.5% | +9.7% | +4.4% |
| 3M | +12.0% | 0.0% | +12.0% | +10.8% |
| 6M | +19.8% | +11.3% | +8.5% | +15.6% |
| YTD | +29.3% | -7.7% | +37.0% | +27.0% |
| 1Y | +31.1% | +17.5% | +13.6% | +23.8% |
| 3Y | +94.9% | -25.4% | +120.3% | +86.4% |
| 5Y | +138.1% | -46.0% | +184.0% | +131.7% |
| 10Y | +1,276.0% | +80.1% | +1,195.9% | +908.7% |
| All | +1,276.0% | +92.7% | +1,183.3% | +908.7% |
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