+5,676.4%
CRM vs APD
+980.0%
+4,696.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.5% |
| 7D | -5.0% | -4.6% | -0.4% | -2.3% |
| 30D | +23.6% | -4.2% | +27.8% | +26.7% |
| 3M | +39.6% | +5.0% | +34.6% | +34.8% |
| 6M | +23.4% | +8.9% | +14.5% | +15.5% |
| YTD | -7.4% | +21.9% | -29.3% | -19.7% |
| 1Y | -2.3% | +5.6% | -7.9% | -8.8% |
| 3Y | +10.5% | +6.9% | +3.6% | -3.4% |
| 5Y | -4.7% | +25.3% | -30.1% | -26.8% |
| 10Y | +234.7% | +169.1% | +65.7% | +41.8% |
| All | +5,676.4% | +980.0% | +4,696.4% | +850.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling