+7.1%
CRM vs APA
+94.6%
-87.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.9% |
| 7D | +1.3% | +0.5% | +0.7% | +1.2% |
| 30D | +34.3% | +23.4% | +10.9% | +34.4% |
| 3M | +37.7% | +12.7% | +25.0% | +37.5% |
| 6M | +34.9% | +39.4% | -4.5% | +37.9% |
| YTD | -1.6% | +79.0% | -80.6% | +4.3% |
| 1Y | +7.1% | +88.8% | -81.7% | +16.7% |
| All | +7.1% | +94.6% | -87.5% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling