+1,278.0%
AAPL vs CRS
+1,392.1%
-114.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +2.0% |
| 7D | +3.8% | -6.8% | +10.6% | +5.3% |
| 30D | +9.9% | -16.1% | +26.1% | +13.7% |
| 3M | +12.5% | -21.2% | +33.7% | +17.3% |
| 6M | +27.6% | +8.7% | +18.9% | +23.6% |
| YTD | +22.6% | +41.0% | -18.4% | +11.8% |
| 1Y | +45.0% | +82.7% | -37.7% | +23.8% |
| 3Y | +87.8% | +604.8% | -517.0% | +14.6% |
| 5Y | +128.7% | +1,384.7% | -1,256.0% | +14.0% |
| All | +1,278.0% | +1,392.1% | -114.1% | +562.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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