+30.2%
AAPL vs CME
+17.8%
+12.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +3.2% | +2.7% | +0.5% | +3.1% |
| 30D | +4.1% | +13.5% | -9.4% | +3.7% |
| 3M | +17.5% | +20.9% | -3.4% | +17.0% |
| 6M | +20.6% | +11.5% | +9.1% | +18.4% |
| YTD | +31.0% | +19.5% | +11.5% | +27.4% |
| 1Y | +30.2% | +17.2% | +13.0% | +26.8% |
| All | +30.2% | +17.8% | +12.4% | +26.8% |
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