+10,197.9%
CRS vs APD
+6,115.6%
+4,082.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +2.3% |
| 7D | -0.2% | -2.2% | +2.0% | +1.0% |
| 30D | -16.6% | +2.1% | -18.7% | -17.8% |
| 3M | -3.5% | +7.2% | -10.6% | -8.4% |
| 6M | +15.4% | +11.2% | +4.2% | +6.6% |
| YTD | +51.2% | +24.4% | +26.8% | +30.0% |
| 1Y | +98.3% | +6.7% | +91.6% | +85.2% |
| 3Y | +651.5% | +9.2% | +642.3% | +569.8% |
| 5Y | +1,411.1% | +27.4% | +1,383.8% | +1,127.5% |
| 10Y | +1,424.3% | +164.8% | +1,259.5% | +717.0% |
| All | +10,197.9% | +6,115.6% | +4,082.3% | +2,140.4% |
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