+1,278.0%
AAPL vs CMI
+516.5%
+761.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.3% |
| 7D | +3.8% | -0.7% | +4.6% | +4.1% |
| 30D | +9.9% | -12.4% | +22.3% | +15.3% |
| 3M | +12.5% | -14.8% | +27.3% | +17.9% |
| 6M | +27.6% | +0.8% | +26.8% | +23.5% |
| YTD | +22.6% | +10.2% | +12.4% | +13.3% |
| 1Y | +45.0% | +37.4% | +7.5% | +20.9% |
| 3Y | +87.8% | +153.3% | -65.5% | +17.3% |
| 5Y | +128.7% | +167.6% | -38.9% | +37.2% |
| All | +1,278.0% | +516.5% | +761.5% | +491.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling