+648.9%
CRS vs APD
+10.0%
+638.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.1% |
| 7D | -3.1% | -2.5% | -0.6% | -2.2% |
| 30D | -19.6% | -1.9% | -17.7% | -19.1% |
| 3M | -8.1% | +8.2% | -16.3% | -11.3% |
| 6M | +18.6% | +10.7% | +7.8% | +13.0% |
| YTD | +45.9% | +22.9% | +22.9% | +32.6% |
| 1Y | +82.5% | +5.8% | +76.7% | +76.3% |
| 3Y | +648.9% | +7.8% | +641.1% | +607.1% |
| All | +648.9% | +10.0% | +638.9% | +607.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling