+132.4%
AAPL vs CMS
+35.4%
+97.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -0.7% | -0.5% | -0.1% | -0.5% |
| 30D | +1.7% | +7.2% | -5.5% | +0.2% |
| 3M | +9.7% | -1.3% | +10.9% | +10.0% |
| 6M | +19.3% | -4.3% | +23.6% | +20.2% |
| YTD | +26.3% | +2.1% | +24.2% | +25.0% |
| 1Y | +27.4% | -0.6% | +28.0% | +26.8% |
| 3Y | +93.6% | +38.0% | +55.6% | +72.6% |
| All | +132.4% | +35.4% | +97.0% | +120.1% |
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