+238.9%
CRM vs APA
-2.4%
+241.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | -4.4% | +4.6% | -9.0% | -5.0% |
| 30D | +28.1% | +11.9% | +16.2% | +26.2% |
| 3M | +48.8% | +22.5% | +26.4% | +44.5% |
| 6M | +28.3% | +37.5% | -9.3% | +22.1% |
| YTD | -6.0% | +87.2% | -93.2% | -14.4% |
| 1Y | +1.4% | +101.4% | -100.0% | -9.0% |
| 3Y | +11.8% | +16.9% | -5.1% | +5.3% |
| 5Y | -2.0% | +178.4% | -180.5% | -19.2% |
| All | +238.9% | -2.4% | +241.3% | +169.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling