-5.3%
CRS vs APD
+24.7%
-30.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.4% |
| 7D | +4.4% | -1.2% | +5.5% | +4.4% |
| 30D | -19.1% | +11.0% | -30.2% | -20.0% |
| 3M | -43.2% | +2.6% | -45.8% | -43.4% |
| 6M | -28.9% | +4.8% | -33.7% | -29.2% |
| YTD | -3.0% | +31.0% | -34.0% | -9.5% |
| 1Y | -5.3% | +23.4% | -28.7% | -11.7% |
| All | -5.3% | +24.7% | -30.0% | -11.7% |
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