+109.4%
AAPL vs CLF
-47.7%
+157.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.8% |
| 7D | +0.1% | +7.6% | -7.5% | -1.1% |
| 30D | +3.0% | -1.2% | +4.2% | +3.0% |
| 3M | +2.9% | -13.4% | +16.3% | +4.4% |
| 6M | +22.1% | +15.4% | +6.7% | +17.7% |
| YTD | +18.0% | -5.9% | +23.9% | +16.6% |
| 1Y | +33.9% | +18.8% | +15.1% | +25.2% |
| 3Y | +71.2% | -19.4% | +90.6% | +61.3% |
| All | +109.4% | -47.7% | +157.1% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling