+862.9%
CRS vs APD
+187.5%
+675.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.9% |
| 7D | +4.4% | -1.2% | +5.5% | +5.3% |
| 30D | -19.1% | +11.0% | -30.2% | -25.0% |
| 3M | -43.2% | +2.6% | -45.8% | -44.5% |
| 6M | -28.9% | +4.8% | -33.7% | -32.2% |
| YTD | -3.0% | +31.0% | -34.0% | -22.0% |
| 1Y | -5.3% | +23.4% | -28.7% | -21.1% |
| 3Y | +363.5% | +28.4% | +335.2% | +256.8% |
| 5Y | +858.2% | +15.2% | +843.0% | +689.4% |
| 10Y | +862.9% | +190.7% | +672.2% | +271.2% |
| All | +862.9% | +187.5% | +675.4% | +271.2% |
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