+193.4%
AMAT vs CRS
+85.3%
+108.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.5% | +7.5% | +5.6% |
| 7D | +7.0% | -3.1% | +10.1% | +8.5% |
| 30D | -12.2% | -19.6% | +7.4% | -2.8% |
| 3M | -3.8% | -8.1% | +4.2% | +2.1% |
| 6M | +45.9% | +18.6% | +27.4% | +41.1% |
| YTD | +84.6% | +45.9% | +38.8% | +69.8% |
| 1Y | +193.4% | +82.5% | +110.9% | +160.7% |
| All | +193.4% | +85.3% | +108.0% | +160.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling