+93.6%
AAPL vs CLF
-33.4%
+127.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | -0.7% | -19.6% | +18.9% | +1.6% |
| 30D | +1.7% | -5.0% | +6.7% | +1.7% |
| 3M | +9.7% | -6.3% | +16.0% | +9.5% |
| 6M | +19.3% | +2.8% | +16.5% | +16.9% |
| YTD | +26.3% | -13.7% | +40.0% | +25.3% |
| 1Y | +27.4% | +13.6% | +13.8% | +21.5% |
| 3Y | +93.6% | -34.0% | +127.6% | +83.2% |
| All | +93.6% | -33.4% | +127.0% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling