+638.7%
CRM vs APO
+1,716.2%
-1,077.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -5.0% | -1.0% | -4.0% | -4.6% |
| 30D | +23.6% | -0.4% | +24.0% | +23.7% |
| 3M | +39.6% | -0.9% | +40.5% | +39.2% |
| 6M | +23.4% | +22.1% | +1.3% | +13.1% |
| YTD | -7.4% | -8.4% | +1.0% | -5.9% |
| 1Y | -2.3% | -0.9% | -1.4% | -4.2% |
| 3Y | +10.5% | +56.1% | -45.6% | -11.5% |
| 5Y | -4.7% | +136.0% | -140.8% | -35.9% |
| 10Y | +234.7% | +949.3% | -714.6% | +28.8% |
| All | +638.7% | +1,716.2% | -1,077.4% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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