-10.2%
AMCR vs CRL
-38.6%
+28.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | -5.0% | -6.9% | +2.0% | -3.7% |
| 30D | -8.0% | -3.2% | -4.8% | -7.5% |
| 3M | +14.3% | +46.5% | -32.3% | +6.3% |
| 6M | +5.3% | +63.1% | -57.8% | -4.3% |
| YTD | +7.7% | +36.9% | -29.1% | +0.5% |
| 1Y | +10.8% | +78.1% | -67.3% | -1.7% |
| 3Y | +9.6% | +36.7% | -27.1% | -1.0% |
| 5Y | -10.2% | -38.1% | +27.9% | -14.3% |
| All | -10.2% | -38.6% | +28.4% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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