+109.0%
AAPL vs CRL
-37.4%
+146.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.7% |
| 7D | -2.7% | -0.6% | -2.2% | -2.6% |
| 30D | +1.0% | +5.0% | -4.0% | 0.0% |
| 3M | +5.0% | +50.6% | -45.6% | -3.4% |
| 6M | +23.0% | +60.9% | -37.9% | +10.9% |
| YTD | +16.6% | +40.7% | -24.1% | +7.6% |
| 1Y | +33.4% | +73.3% | -39.9% | +17.1% |
| 3Y | +79.9% | +40.6% | +39.3% | +56.2% |
| 5Y | +109.0% | -37.0% | +146.0% | +111.5% |
| All | +109.0% | -37.4% | +146.4% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling