+6,393.1%
CRS vs APD
+6,466.4%
-73.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.9% |
| 7D | +7.4% | +2.2% | +5.2% | +6.1% |
| 30D | -21.2% | +9.4% | -30.6% | -25.6% |
| 3M | -43.3% | +4.7% | -48.0% | -45.1% |
| 6M | -29.4% | +5.5% | -34.9% | -32.6% |
| YTD | -4.7% | +31.4% | -36.1% | -20.9% |
| 1Y | -9.6% | +24.1% | -33.7% | -22.8% |
| 3Y | +355.5% | +28.8% | +326.7% | +268.3% |
| 5Y | +826.6% | +15.8% | +810.8% | +695.6% |
| 10Y | +846.1% | +191.6% | +654.5% | +377.4% |
| All | +6,393.1% | +6,466.4% | -73.3% | +1,262.6% |
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 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