+33.9%
AAPL vs CMI
+45.0%
-11.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -2.6% |
| 7D | +0.1% | -0.7% | +0.8% | +0.1% |
| 30D | +3.0% | -13.4% | +16.4% | +3.5% |
| 3M | +2.9% | -17.0% | +19.9% | +3.2% |
| 6M | +22.1% | -1.6% | +23.7% | +18.8% |
| YTD | +18.0% | +11.0% | +7.0% | +14.0% |
| 1Y | +33.9% | +41.9% | -8.0% | +31.0% |
| All | +33.9% | +45.0% | -11.0% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling