+801.7%
CRS vs APD
+191.9%
+609.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +4.8% | +3.8% | +0.9% | +2.2% |
| 30D | -23.2% | +8.2% | -31.4% | -27.4% |
| 3M | -45.5% | +4.3% | -49.8% | -47.3% |
| 6M | -33.1% | +4.7% | -37.8% | -36.2% |
| YTD | -7.2% | +31.5% | -38.8% | -25.6% |
| 1Y | -10.0% | +23.5% | -33.6% | -25.1% |
| 3Y | +332.3% | +29.1% | +303.2% | +231.3% |
| 5Y | +801.9% | +15.9% | +786.0% | +639.7% |
| All | +801.7% | +191.9% | +609.8% | +240.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling