+109.0%
AAPL vs CME
+77.1%
+31.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -2.7% | -2.9% | +0.1% | -2.3% |
| 30D | +1.0% | +5.5% | -4.5% | +0.1% |
| 3M | +5.0% | +11.0% | -6.0% | +2.9% |
| 6M | +23.0% | -9.7% | +32.7% | +24.8% |
| YTD | +16.6% | +4.9% | +11.8% | +14.7% |
| 1Y | +33.4% | +10.1% | +23.3% | +29.8% |
| 3Y | +79.9% | +53.5% | +26.4% | +54.9% |
| 5Y | +109.0% | +77.2% | +31.9% | +57.8% |
| All | +109.0% | +77.1% | +31.9% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling