+1,254.4%
AAPL vs CRL
+249.3%
+1,005.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.9% | +5.5% | +4.1% |
| 7D | -0.5% | -6.9% | +6.4% | +1.5% |
| 30D | +7.1% | -3.2% | +10.3% | +8.0% |
| 3M | +12.1% | +46.5% | -34.4% | -0.7% |
| 6M | +25.4% | +63.1% | -37.7% | +6.2% |
| YTD | +20.5% | +36.9% | -16.4% | +6.9% |
| 1Y | +44.5% | +78.1% | -33.6% | +16.7% |
| 3Y | +85.8% | +36.7% | +49.1% | +51.7% |
| 5Y | +124.8% | -38.1% | +162.8% | +146.9% |
| All | +1,254.4% | +249.3% | +1,005.0% | +605.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling