+121,072.4%
AAPL vs CMI
+19,556.0%
+101,516.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -3.0% | +0.7% | -3.7% | -3.2% |
| 30D | +2.3% | -12.3% | +14.6% | +6.6% |
| 3M | +8.6% | -16.8% | +25.4% | +14.2% |
| 6M | +21.6% | +1.5% | +20.0% | +18.7% |
| YTD | +16.3% | +9.8% | +6.5% | +9.9% |
| 1Y | +35.1% | +42.6% | -7.5% | +16.2% |
| 3Y | +79.4% | +151.0% | -71.6% | +26.1% |
| 5Y | +109.8% | +167.0% | -57.2% | +43.2% |
| 10Y | +1,237.1% | +512.2% | +724.9% | +574.4% |
| All | +121,072.4% | +19,556.0% | +101,516.4% | +17,765.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling