-10.0%
CRS vs APD
+25.0%
-35.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +4.8% | +3.8% | +0.9% | +4.4% |
| 30D | -23.2% | +8.2% | -31.4% | -23.8% |
| 3M | -45.5% | +4.3% | -49.8% | -45.8% |
| 6M | -33.1% | +4.7% | -37.8% | -33.4% |
| YTD | -7.2% | +31.5% | -38.8% | -13.7% |
| 1Y | -10.0% | +23.5% | -33.6% | -15.1% |
| All | -10.0% | +25.0% | -35.0% | -15.1% |
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