+121,410.5%
AAPL vs CRS
+9,808.7%
+111,601.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | -0.3% |
| 7D | -2.7% | -3.1% | +0.3% | -2.0% |
| 30D | +1.0% | -19.6% | +20.6% | +6.3% |
| 3M | +5.0% | -8.1% | +13.0% | +6.2% |
| 6M | +23.0% | +18.6% | +4.5% | +16.0% |
| YTD | +16.6% | +45.9% | -29.2% | +3.8% |
| 1Y | +33.4% | +82.5% | -49.0% | +10.9% |
| 3Y | +79.9% | +648.9% | -569.0% | +0.1% |
| 5Y | +109.0% | +1,438.1% | -1,329.1% | -7.2% |
| 10Y | +1,210.4% | +1,327.0% | -116.6% | +413.9% |
| All | +121,410.5% | +9,808.7% | +111,601.9% | +22,945.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling