+6,518.8%
CRS vs APD
+6,318.0%
+200.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.0% | +7.7% | +8.5% |
| 7D | +4.9% | -1.6% | +6.5% | +6.0% |
| 30D | -20.8% | +10.6% | -31.4% | -25.7% |
| 3M | -46.4% | +2.5% | -49.0% | -47.5% |
| 6M | -28.6% | +6.0% | -34.5% | -32.0% |
| YTD | -2.8% | +28.4% | -31.3% | -18.3% |
| 1Y | -6.7% | +22.2% | -28.9% | -19.6% |
| 3Y | +368.0% | +26.6% | +341.4% | +282.3% |
| 5Y | +852.9% | +11.8% | +841.1% | +735.5% |
| 10Y | +905.1% | +187.8% | +717.3% | +411.2% |
| All | +6,518.8% | +6,318.0% | +200.8% | +1,308.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling