+124.8%
AAPL vs CMG
-6.2%
+131.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | -0.5% | -3.8% | +3.3% | +0.7% |
| 30D | +7.1% | +12.9% | -5.8% | +3.1% |
| 3M | +12.1% | +18.8% | -6.7% | +4.8% |
| 6M | +25.4% | +4.1% | +21.4% | +21.9% |
| YTD | +20.5% | -2.4% | +22.8% | +19.2% |
| 1Y | +44.5% | -6.7% | +51.2% | +43.3% |
| 3Y | +85.8% | -7.1% | +92.9% | +72.1% |
| 5Y | +124.8% | -5.0% | +129.7% | +93.0% |
| All | +124.8% | -6.2% | +131.0% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling