+33.9%
AAPL vs CPB
-32.6%
+66.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -2.3% |
| 7D | +0.1% | -8.6% | +8.7% | +0.5% |
| 30D | +3.0% | -7.2% | +10.2% | +3.3% |
| 3M | +2.9% | +0.9% | +2.0% | +2.9% |
| 6M | +22.1% | -11.8% | +33.9% | +22.0% |
| YTD | +18.0% | -19.4% | +37.4% | +17.5% |
| 1Y | +33.9% | -30.4% | +64.3% | +33.0% |
| All | +33.9% | -32.6% | +66.5% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling