+33.9%
AAPL vs CRL
+78.8%
-44.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -2.4% |
| 7D | +0.1% | -1.0% | +1.1% | +0.1% |
| 30D | +3.0% | +10.7% | -7.7% | +2.5% |
| 3M | +2.9% | +55.3% | -52.4% | +0.6% |
| 6M | +22.1% | +60.7% | -38.6% | +18.5% |
| YTD | +18.0% | +44.6% | -26.6% | +15.4% |
| 1Y | +33.9% | +77.7% | -43.8% | +28.4% |
| All | +33.9% | +78.8% | -44.9% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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