-4.9%
APA vs CRL
+241.6%
-246.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.8% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | +15.7% | +5.0% | +10.8% | +13.6% |
| 3M | +16.5% | +50.6% | -34.1% | -1.8% |
| 6M | +35.1% | +60.9% | -25.8% | +8.1% |
| YTD | +82.2% | +40.7% | +41.5% | +52.8% |
| 1Y | +102.5% | +73.3% | +29.2% | +53.6% |
| 3Y | +10.3% | +40.6% | -30.3% | -15.4% |
| 5Y | +166.1% | -37.0% | +203.1% | +195.1% |
| 10Y | -4.9% | +244.3% | -249.2% | -54.7% |
| All | -4.9% | +241.6% | -246.5% | -54.7% |
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