+3,541.8%
AEM vs CRS
+9,808.6%
-6,266.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.7% |
| 7D | +4.3% | -3.1% | +7.4% | +4.9% |
| 30D | +13.1% | -19.6% | +32.7% | +17.8% |
| 3M | +24.8% | -8.1% | +32.9% | +26.2% |
| 6M | -8.2% | +18.6% | -26.8% | -11.8% |
| YTD | +19.8% | +45.9% | -26.0% | +10.3% |
| 1Y | +32.1% | +82.5% | -50.4% | +15.6% |
| 3Y | +348.2% | +648.9% | -300.7% | +185.6% |
| 5Y | +297.5% | +1,438.1% | -1,140.7% | +110.9% |
| 10Y | +343.3% | +1,327.0% | -983.7% | +102.8% |
| All | +3,541.8% | +9,808.6% | -6,266.8% | +1,025.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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