+88.8%
APA vs CRS
+102.1%
-13.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.1% |
| 7D | +0.5% | -0.2% | +0.8% | +0.5% |
| 30D | +23.4% | -16.6% | +40.0% | +21.8% |
| 3M | +12.7% | -3.5% | +16.2% | +12.1% |
| 6M | +39.4% | +15.4% | +24.0% | +40.0% |
| YTD | +79.0% | +51.2% | +27.8% | +71.2% |
| 1Y | +88.8% | +98.3% | -9.5% | +63.6% |
| All | +88.8% | +102.1% | -13.2% | +63.6% |
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