+29.9%
AAPL vs CME
+19.8%
+10.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +3.9% | +5.3% |
| 7D | +1.7% | +4.8% | -3.2% | +1.6% |
| 30D | +5.0% | +14.2% | -9.2% | +4.6% |
| 3M | +13.1% | +17.9% | -4.9% | +12.7% |
| 6M | +26.5% | +7.2% | +19.2% | +24.3% |
| YTD | +28.9% | +16.7% | +12.2% | +25.6% |
| 1Y | +29.9% | +19.6% | +10.3% | +26.7% |
| All | +29.9% | +19.8% | +10.1% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling