+127.8%
AAPL vs CNC
+10.7%
+117.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.7% |
| 7D | +3.8% | -0.9% | +4.8% | +3.9% |
| 30D | +9.9% | -1.0% | +10.9% | +10.0% |
| 3M | +12.5% | +4.5% | +8.0% | +12.2% |
| 6M | +27.6% | +85.2% | -57.6% | +23.1% |
| YTD | +22.6% | +61.4% | -38.9% | +18.7% |
| 1Y | +45.0% | +94.9% | -49.9% | +38.2% |
| 3Y | +87.8% | 0.0% | +87.8% | +84.8% |
| All | +127.8% | +10.7% | +117.1% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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