+168.2%
APA vs CRL
+1,673.3%
-1,505.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.9% |
| 7D | -5.5% | -1.7% | -3.8% | -5.1% |
| 30D | -1.2% | +14.6% | -15.7% | -5.6% |
| 3M | +10.6% | +24.8% | -14.3% | +2.4% |
| 6M | +28.4% | +94.7% | -66.3% | +1.8% |
| YTD | +89.7% | +73.4% | +16.4% | +53.0% |
| 1Y | +90.6% | +104.7% | -14.1% | +45.3% |
| 3Y | +36.9% | +101.1% | -64.2% | -0.4% |
| 5Y | +83.2% | -10.8% | +94.0% | +68.3% |
| 10Y | -0.1% | +358.8% | -358.9% | -44.3% |
| All | +168.2% | +1,673.3% | -1,505.2% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling