+1,438.1%
CRS vs APD
+26.2%
+1,411.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.9% |
| 7D | -3.1% | -2.5% | -0.6% | -1.8% |
| 30D | -19.6% | -1.9% | -17.7% | -18.9% |
| 3M | -8.1% | +8.2% | -16.3% | -12.8% |
| 6M | +18.6% | +10.7% | +7.8% | +10.5% |
| YTD | +45.9% | +22.9% | +22.9% | +27.3% |
| 1Y | +82.5% | +5.8% | +76.7% | +72.9% |
| 3Y | +648.9% | +7.8% | +641.1% | +586.3% |
| 5Y | +1,438.1% | +26.1% | +1,412.0% | +1,070.6% |
| All | +1,438.1% | +26.2% | +1,411.9% | +1,070.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling