+9.7%
CRM vs APD
+5.8%
+3.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -8.1% | -3.5% | -4.6% | -7.7% |
| 30D | +23.1% | -5.1% | +28.1% | +23.7% |
| 3M | +42.5% | +6.9% | +35.7% | +41.6% |
| 6M | +25.3% | +8.1% | +17.2% | +23.9% |
| YTD | -7.8% | +21.2% | -29.0% | -10.6% |
| 1Y | +1.0% | +4.9% | -3.8% | +0.7% |
| All | +9.7% | +5.8% | +3.9% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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