+1,315.3%
AMAT vs CRS
+967.2%
+348.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +9.7% | +1.7% | +7.5% |
| 7D | -1.1% | +4.9% | -6.0% | -2.6% |
| 30D | -26.9% | -20.8% | -6.1% | -20.2% |
| 3M | -31.2% | -46.4% | +15.2% | -12.7% |
| 6M | -14.7% | -28.6% | +13.9% | -2.4% |
| YTD | +44.7% | -2.8% | +47.5% | +46.3% |
| 1Y | +62.0% | -6.7% | +68.7% | +66.2% |
| 3Y | +165.0% | +368.0% | -203.0% | +38.5% |
| 5Y | +147.1% | +852.9% | -705.8% | -7.4% |
| 10Y | +1,315.3% | +905.1% | +410.2% | +373.0% |
| All | +1,315.3% | +967.2% | +348.1% | +373.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling