+396.9%
APP vs CRM
+9.6%
+387.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +1.6% |
| 7D | +1.1% | -4.4% | +5.5% | +4.5% |
| 30D | +6.6% | +28.1% | -21.5% | -14.8% |
| 3M | -32.3% | +48.8% | -81.1% | -52.7% |
| 6M | -29.8% | +28.3% | -58.0% | -45.8% |
| YTD | -51.9% | -6.0% | -45.9% | -51.9% |
| 1Y | -43.3% | +1.4% | -44.7% | -48.4% |
| 3Y | +664.1% | +11.8% | +652.2% | +490.9% |
| 5Y | +318.7% | -2.0% | +320.7% | +266.4% |
| All | +396.9% | +9.6% | +387.2% | +264.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 CRM 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