+1,210.4%
AAPL vs CP
+219.6%
+990.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -2.7% | +2.4% | -5.2% | -3.9% |
| 30D | +1.0% | -0.5% | +1.5% | +1.1% |
| 3M | +5.0% | +1.4% | +3.5% | +3.7% |
| 6M | +23.0% | +10.3% | +12.7% | +16.0% |
| YTD | +16.6% | +24.3% | -7.7% | +3.0% |
| 1Y | +33.4% | +20.4% | +13.0% | +19.5% |
| 3Y | +79.9% | +21.8% | +58.1% | +56.0% |
| 5Y | +109.0% | +31.5% | +77.5% | +71.0% |
| 10Y | +1,210.4% | +223.2% | +987.2% | +573.0% |
| All | +1,210.4% | +219.6% | +990.8% | +573.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling