+142.7%
AMAT vs CRS
+321.3%
-178.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -14.7% | -1.7% | -13.0% | -14.0% |
| 30D | -36.1% | -28.8% | -7.3% | -27.4% |
| 3M | -36.9% | -50.0% | +13.2% | -17.8% |
| 6M | -22.2% | -39.2% | +17.0% | -4.7% |
| YTD | +29.9% | -11.4% | +41.4% | +40.3% |
| 1Y | +43.3% | -11.7% | +55.0% | +54.8% |
| 3Y | +142.7% | +319.6% | -177.0% | +86.5% |
| All | +142.7% | +321.3% | -178.7% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling