+136.3%
AMD vs CRS
+17.0%
+119.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +3.7% |
| 7D | +2.6% | -0.2% | +2.8% | +2.7% |
| 30D | -0.9% | -16.6% | +15.7% | +9.8% |
| 3M | -8.7% | -3.5% | -5.3% | -3.2% |
| 6M | +136.3% | +15.4% | +120.9% | +128.8% |
| All | +136.3% | +17.0% | +119.3% | +128.8% |
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