+48.1%
APA vs CRS
+343.5%
-295.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.0% |
| 7D | +8.5% | +4.8% | +3.8% | +7.7% |
| 30D | +2.8% | -23.2% | +26.0% | +6.4% |
| 3M | +21.7% | -45.5% | +67.2% | +33.4% |
| 6M | +32.6% | -33.1% | +65.7% | +37.8% |
| YTD | +103.7% | -7.2% | +110.9% | +88.8% |
| 1Y | +101.8% | -10.0% | +111.8% | +88.3% |
| 3Y | +48.1% | +332.3% | -284.3% | -8.7% |
| All | +48.1% | +343.5% | -295.4% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling