+155,781.1%
AAPL vs CME
+8,256.4%
+147,524.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.1% |
| 7D | +5.0% | +1.7% | +3.4% | +4.5% |
| 30D | +3.5% | +10.2% | -6.6% | +0.3% |
| 3M | +13.1% | +17.8% | -4.7% | +7.1% |
| 6M | +19.0% | +11.0% | +8.0% | +14.4% |
| YTD | +28.5% | +17.0% | +11.5% | +21.0% |
| 1Y | +29.7% | +15.8% | +13.9% | +22.4% |
| 3Y | +89.2% | +61.8% | +27.5% | +57.7% |
| 5Y | +141.2% | +72.5% | +68.7% | +95.1% |
| 10Y | +1,306.6% | +288.0% | +1,018.6% | +750.5% |
| All | +155,781.1% | +8,256.4% | +147,524.7% | +43,969.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling