+122,851.5%
AAPL vs CLF
+714.0%
+122,137.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.9% |
| 3M | +2.9% | -13.4% | +16.3% | +4.3% |
| 6M | +22.1% | +15.4% | +6.7% | +17.4% |
| YTD | +18.0% | -5.9% | +23.9% | +16.5% |
| 1Y | +33.9% | +18.8% | +15.1% | +25.4% |
| 3Y | +71.2% | -19.4% | +90.6% | +62.7% |
| 5Y | +112.6% | -47.7% | +160.3% | +108.8% |
| 10Y | +1,198.8% | +130.4% | +1,068.4% | +757.5% |
| All | +122,851.5% | +714.0% | +122,137.5% | +28,906.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling