+528.8%
APP vs CRS
+667.3%
-138.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.7% | -4.9% | +1.2% |
| 7D | +79.2% | +4.9% | +74.2% | +75.1% |
| 30D | +48.0% | -20.8% | +68.8% | +59.1% |
| 3M | +18.2% | -46.4% | +64.7% | +47.5% |
| 6M | -12.5% | -28.6% | +16.1% | -3.4% |
| YTD | -39.2% | -2.8% | -36.3% | -42.4% |
| 1Y | -33.9% | -6.7% | -27.1% | -36.4% |
| 3Y | +933.3% | +368.0% | +565.3% | +399.7% |
| 5Y | +295.9% | +852.9% | -557.0% | +43.2% |
| All | +528.8% | +667.3% | -138.5% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling