+506.6%
APP vs CRS
+647.2%
-140.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -2.6% |
| 7D | +61.1% | +0.2% | +60.9% | +60.1% |
| 30D | +42.8% | -22.9% | +65.6% | +55.0% |
| 3M | +16.7% | -46.8% | +63.5% | +46.0% |
| 6M | -15.6% | -30.4% | +14.8% | -5.9% |
| YTD | -41.3% | -5.4% | -35.9% | -43.9% |
| 1Y | -39.3% | -9.0% | -30.3% | -41.1% |
| 3Y | +803.2% | +352.2% | +451.0% | +342.3% |
| 5Y | +313.2% | +852.2% | -539.1% | +50.4% |
| All | +506.6% | +647.2% | -140.6% | +123.9% |
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