-4.1%
APA vs CRS
+1,409.1%
-1,413.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.4% |
| 7D | +0.8% | -4.1% | +4.9% | +2.8% |
| 30D | +9.6% | -16.6% | +26.2% | +19.3% |
| 3M | +18.0% | -14.3% | +32.3% | +24.3% |
| 6M | +41.9% | +11.6% | +30.3% | +25.5% |
| YTD | +86.3% | +42.6% | +43.7% | +41.7% |
| 1Y | +97.9% | +81.8% | +16.0% | +28.0% |
| 3Y | +12.8% | +632.1% | -619.3% | -71.0% |
| 5Y | +177.2% | +1,401.6% | -1,224.4% | -59.0% |
| All | -4.1% | +1,409.1% | -1,413.2% | -85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling