+79.9%
AAPL vs CME
+52.8%
+27.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | -2.7% | -2.9% | +0.1% | -2.9% |
| 30D | +1.0% | +5.5% | -4.5% | +1.3% |
| 3M | +5.0% | +11.0% | -6.0% | +5.3% |
| 6M | +23.0% | -9.7% | +32.7% | +21.1% |
| YTD | +16.6% | +4.9% | +11.8% | +16.6% |
| 1Y | +33.4% | +10.1% | +23.3% | +34.3% |
| 3Y | +79.9% | +53.5% | +26.4% | +80.4% |
| All | +79.9% | +52.8% | +27.1% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling