+1,276.0%
AAPL vs CSGP
+72.5%
+1,203.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.2% | +1.6% |
| 7D | +3.7% | -1.8% | +5.5% | +4.3% |
| 30D | +4.2% | +5.3% | -1.1% | +1.0% |
| 3M | +12.0% | +3.3% | +8.7% | +8.6% |
| 6M | +19.8% | -4.7% | +24.4% | +18.6% |
| YTD | +29.3% | -53.5% | +82.9% | +66.8% |
| 1Y | +31.1% | -53.7% | +84.8% | +69.0% |
| 3Y | +94.9% | -59.7% | +154.6% | +156.3% |
| 5Y | +138.1% | -62.5% | +200.5% | +212.2% |
| 10Y | +1,276.0% | +67.3% | +1,208.7% | +948.0% |
| All | +1,276.0% | +72.5% | +1,203.4% | +948.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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