+5,648.9%
CRM vs APA
+46.0%
+5,602.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -8.1% | +0.8% | -8.9% | -8.3% |
| 30D | +23.1% | +9.6% | +13.4% | +20.4% |
| 3M | +42.5% | +18.0% | +24.5% | +36.5% |
| 6M | +25.3% | +41.9% | -16.6% | +13.9% |
| YTD | -7.8% | +86.3% | -94.1% | -22.0% |
| 1Y | +1.0% | +97.9% | -96.8% | -16.5% |
| 3Y | +10.0% | +12.8% | -2.8% | -0.2% |
| 5Y | -3.9% | +177.2% | -181.1% | -34.7% |
| 10Y | +233.2% | -3.3% | +236.5% | +131.0% |
| All | +5,648.9% | +46.0% | +5,602.9% | +2,949.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling