+133.0%
AAPL vs CP
+24.4%
+108.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.2% |
| 7D | -0.7% | +2.8% | -3.4% | -1.8% |
| 30D | +1.7% | +10.2% | -8.5% | -2.4% |
| 3M | +9.7% | +2.4% | +7.3% | +8.3% |
| 6M | +19.3% | +7.7% | +11.6% | +14.8% |
| YTD | +26.3% | +26.0% | +0.3% | +12.3% |
| 1Y | +27.4% | +34.6% | -7.3% | +9.6% |
| 3Y | +93.6% | +26.7% | +66.9% | +65.9% |
| All | +133.0% | +24.4% | +108.6% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling