+45.0%
AAPL vs CRS
+79.6%
-34.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +1.8% |
| 7D | +3.8% | -6.8% | +10.6% | +4.0% |
| 30D | +9.9% | -16.1% | +26.1% | +10.5% |
| 3M | +12.5% | -21.2% | +33.7% | +13.2% |
| 6M | +27.6% | +8.7% | +18.9% | +25.1% |
| YTD | +22.6% | +41.0% | -18.4% | +19.2% |
| 1Y | +45.0% | +82.7% | -37.7% | +39.9% |
| All | +45.0% | +79.6% | -34.6% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling