+147.1%
AMAT vs CRS
+800.5%
-653.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | -0.1% | -1.7% |
| 7D | +11.4% | +4.8% | +6.6% | +9.5% |
| 30D | -17.0% | -23.2% | +6.1% | -8.2% |
| 3M | -30.6% | -45.5% | +14.9% | -12.2% |
| 6M | -14.9% | -33.1% | +18.2% | +0.5% |
| YTD | +44.7% | -7.2% | +51.9% | +50.8% |
| 1Y | +66.9% | -10.0% | +76.9% | +75.8% |
| 3Y | +153.3% | +332.3% | -179.0% | +43.2% |
| All | +147.1% | +800.5% | -653.4% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling