+138.1%
AAPL vs CMS
+36.1%
+102.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | +3.7% | -0.9% | +4.6% | +3.9% |
| 30D | +4.2% | +7.1% | -2.9% | +2.7% |
| 3M | +12.0% | -1.3% | +13.3% | +12.3% |
| 6M | +19.8% | -2.7% | +22.4% | +20.3% |
| YTD | +29.3% | +2.6% | +26.7% | +27.9% |
| 1Y | +31.1% | -2.0% | +33.1% | +31.0% |
| 3Y | +94.9% | +39.6% | +55.2% | +73.2% |
| 5Y | +138.1% | +35.3% | +102.7% | +125.2% |
| All | +138.1% | +36.1% | +102.0% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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