+109.0%
AAPL vs CMS
+26.5%
+82.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -2.7% | +1.2% | -4.0% | -3.0% |
| 30D | +1.0% | -3.2% | +4.2% | +1.7% |
| 3M | +5.0% | -2.2% | +7.2% | +5.3% |
| 6M | +23.0% | -9.4% | +32.5% | +25.4% |
| YTD | +16.6% | +0.7% | +16.0% | +15.8% |
| 1Y | +33.4% | +0.4% | +33.1% | +32.3% |
| 3Y | +79.9% | +35.2% | +44.7% | +61.5% |
| 5Y | +109.0% | +24.1% | +84.9% | +95.2% |
| All | +109.0% | +26.5% | +82.5% | +95.2% |
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