+1,412.7%
CRS vs APD
+162.9%
+1,249.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.5% |
| 7D | -0.5% | -4.6% | +4.0% | +2.7% |
| 30D | -18.1% | -4.2% | -13.9% | -15.8% |
| 3M | -12.4% | +5.0% | -17.4% | -16.4% |
| 6M | +15.9% | +8.9% | +7.0% | +7.1% |
| YTD | +45.8% | +21.9% | +23.9% | +23.6% |
| 1Y | +87.8% | +5.6% | +82.2% | +74.5% |
| 3Y | +648.7% | +6.9% | +641.8% | +559.1% |
| 5Y | +1,416.6% | +25.3% | +1,391.3% | +1,051.8% |
| 10Y | +1,412.7% | +169.1% | +1,243.6% | +512.5% |
| All | +1,412.7% | +162.9% | +1,249.8% | +512.5% |
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