+892.4%
APP vs CRS
+321.3%
+571.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.1% | +9.9% |
| 7D | +71.2% | -1.7% | +72.9% | +71.3% |
| 30D | +39.1% | -28.8% | +67.9% | +55.9% |
| 3M | +16.5% | -50.0% | +66.6% | +50.3% |
| 6M | -16.6% | -39.2% | +22.6% | -1.7% |
| YTD | -41.9% | -11.4% | -30.5% | -44.0% |
| 1Y | -37.0% | -11.7% | -25.3% | -39.3% |
| 3Y | +892.4% | +319.6% | +572.8% | +323.2% |
| All | +892.4% | +321.3% | +571.1% | +323.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling