-0.9%
APA vs CRL
+400.8%
-401.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -1.9% |
| 7D | -8.7% | +4.4% | -13.1% | -10.3% |
| 30D | -2.4% | +17.1% | -19.5% | -8.4% |
| 3M | +19.0% | +32.1% | -13.1% | +6.3% |
| 6M | +26.8% | +98.9% | -72.1% | -5.3% |
| YTD | +87.3% | +77.1% | +10.2% | +43.0% |
| 1Y | +92.3% | +110.3% | -18.0% | +35.9% |
| 3Y | +37.3% | +108.5% | -71.2% | -11.1% |
| 5Y | +73.2% | -7.9% | +81.0% | +62.6% |
| 10Y | -0.9% | +368.9% | -369.8% | -52.6% |
| All | -0.9% | +400.8% | -401.7% | -52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling