-22.2%
AMAT vs CRS
-38.6%
+16.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.4% |
| 7D | -14.7% | -1.7% | -13.0% | -13.4% |
| 30D | -36.1% | -28.8% | -7.3% | -20.7% |
| 3M | -36.9% | -50.0% | +13.2% | +4.2% |
| 6M | -22.2% | -39.2% | +17.0% | +19.7% |
| All | -22.2% | -38.6% | +16.4% | +19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling