+367.9%
APP vs CRS
+1,051.4%
-683.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.4% | -0.5% | -3.8% | -4.2% |
| 30D | -10.0% | -18.1% | +8.1% | -2.8% |
| 3M | -41.4% | -12.4% | -29.0% | -38.6% |
| 6M | -41.0% | +15.9% | -57.0% | -45.7% |
| YTD | -54.7% | +45.8% | -100.6% | -62.7% |
| 1Y | -45.3% | +87.8% | -133.1% | -60.3% |
| 3Y | +624.3% | +648.7% | -24.5% | +197.0% |
| 5Y | +329.1% | +1,416.6% | -1,087.5% | +34.5% |
| All | +367.9% | +1,051.4% | -683.5% | +49.1% |
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