+635.9%
APP vs CRM
+12.1%
+623.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -0.7% |
| 7D | +0.1% | -3.5% | +3.6% | +1.8% |
| 30D | -10.0% | +29.3% | -39.3% | -23.1% |
| 3M | -44.6% | +36.8% | -81.5% | -54.4% |
| 6M | -37.9% | +23.9% | -61.8% | -46.3% |
| YTD | -53.7% | -5.5% | -48.2% | -53.1% |
| 1Y | -43.0% | -0.4% | -42.6% | -45.0% |
| All | +635.9% | +12.1% | +623.7% | +582.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling