+1,254.4%
AAPL vs CLF
+128.8%
+1,125.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.7% | +3.9% |
| 7D | -0.5% | -3.7% | +3.2% | 0.0% |
| 30D | +7.1% | -4.7% | +11.8% | +7.6% |
| 3M | +12.1% | -4.7% | +16.8% | +12.0% |
| 6M | +25.4% | +24.0% | +1.4% | +19.8% |
| YTD | +20.5% | -10.9% | +31.4% | +20.0% |
| 1Y | +44.5% | +4.0% | +40.5% | +38.9% |
| 3Y | +85.8% | -16.9% | +102.7% | +76.0% |
| 5Y | +124.8% | -49.3% | +174.1% | +121.9% |
| All | +1,254.4% | +128.8% | +1,125.5% | +900.6% |
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