+143,015.7%
AAPL vs CME
+7,469.3%
+135,546.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +0.1% | -1.6% | +1.7% | +0.6% |
| 30D | +3.0% | +6.2% | -3.3% | +1.0% |
| 3M | +2.9% | +10.4% | -7.5% | -0.6% |
| 6M | +22.1% | -9.5% | +31.6% | +25.1% |
| YTD | +18.0% | +6.0% | +12.0% | +14.8% |
| 1Y | +33.9% | +9.3% | +24.7% | +28.8% |
| 3Y | +71.2% | +57.7% | +13.5% | +43.8% |
| 5Y | +112.6% | +77.7% | +34.9% | +70.4% |
| 10Y | +1,198.8% | +281.2% | +917.5% | +689.6% |
| All | +143,015.7% | +7,469.3% | +135,546.4% | +41,717.3% |
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