+503.8%
APP vs CRS
+652.7%
-148.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.1% |
| 7D | +10.6% | +7.4% | +3.1% | +7.7% |
| 30D | +44.6% | -21.2% | +65.8% | +55.7% |
| 3M | +29.6% | -43.3% | +72.9% | +58.0% |
| 6M | -19.8% | -29.4% | +9.6% | -11.1% |
| YTD | -41.6% | -4.7% | -36.9% | -44.3% |
| 1Y | -32.7% | -9.6% | -23.1% | -34.5% |
| 3Y | +799.0% | +355.5% | +443.6% | +339.2% |
| 5Y | +250.4% | +826.6% | -576.2% | +27.9% |
| All | +503.8% | +652.7% | -148.9% | +122.3% |
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