+247.2%
AMAT vs CRS
+1,417.0%
-1,169.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.6% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -14.8% | -16.6% | +1.8% | -8.6% |
| 3M | -9.3% | -3.5% | -5.8% | -7.2% |
| 6M | +27.4% | +15.4% | +12.0% | +21.5% |
| YTD | +77.6% | +51.2% | +26.4% | +53.2% |
| 1Y | +188.9% | +98.3% | +90.7% | +123.6% |
| 3Y | +202.3% | +651.5% | -449.3% | +37.3% |
| All | +247.2% | +1,417.0% | -1,169.8% | +13.0% |
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 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