-4.5%
CRS vs APD
+36.4%
-40.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.4% | -1.6% |
| 7D | +4.3% | +3.8% | +0.5% | +4.1% |
| 30D | -25.5% | +14.1% | -39.6% | -26.3% |
| 3M | -48.7% | +8.2% | -56.9% | -49.0% |
| 6M | -31.6% | +7.5% | -39.2% | -32.1% |
| YTD | -7.0% | +31.7% | -38.7% | -11.2% |
| 1Y | -4.5% | +35.1% | -39.6% | -9.4% |
| All | -4.5% | +36.4% | -40.9% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling