+39.6%
AAPL vs CRL
+76.7%
-37.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -3.0% | -4.6% | +1.6% | -2.8% |
| 30D | +2.3% | +0.5% | +1.8% | +2.3% |
| 3M | +8.6% | +46.6% | -38.0% | +6.9% |
| 6M | +21.6% | +57.3% | -35.7% | +18.6% |
| YTD | +16.3% | +39.5% | -23.2% | +14.2% |
| All | +39.6% | +76.7% | -37.1% | +36.6% |
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