+87.8%
AAPL vs CMG
-7.3%
+95.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +3.8% | -2.1% | +5.9% | +4.2% |
| 30D | +9.9% | +10.9% | -1.0% | +7.9% |
| 3M | +12.5% | +15.8% | -3.3% | +8.5% |
| 6M | +27.6% | +6.9% | +20.7% | +24.9% |
| YTD | +22.6% | -2.2% | +24.7% | +22.0% |
| 1Y | +45.0% | -7.1% | +52.1% | +45.0% |
| 3Y | +87.8% | -7.1% | +94.9% | +77.3% |
| All | +87.8% | -7.3% | +95.1% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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