+203.0%
AMAT vs CRS
+660.4%
-457.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.7% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -14.8% | -16.6% | +1.8% | -8.7% |
| 3M | -9.3% | -3.5% | -5.8% | -7.0% |
| 6M | +27.4% | +15.4% | +12.0% | +22.5% |
| YTD | +77.6% | +51.2% | +26.4% | +56.5% |
| 1Y | +188.9% | +98.3% | +90.7% | +132.0% |
| All | +203.0% | +660.4% | -457.4% | +74.7% |
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 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