+87.8%
CRS vs APD
+5.1%
+82.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -0.5% | -4.6% | +4.0% | 0.0% |
| 30D | -18.1% | -4.2% | -13.9% | -17.7% |
| 3M | -12.4% | +5.0% | -17.4% | -13.5% |
| 6M | +15.9% | +8.9% | +7.0% | +13.7% |
| YTD | +45.8% | +21.9% | +23.9% | +37.9% |
| 1Y | +87.8% | +5.6% | +82.2% | +88.4% |
| All | +87.8% | +5.1% | +82.6% | +88.4% |
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