+50.4%
AMZN vs CRS
+800.5%
-750.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.4% |
| 7D | +2.8% | +4.8% | -1.9% | +1.5% |
| 30D | +5.0% | -23.2% | +28.1% | +11.4% |
| 3M | +0.6% | -45.5% | +46.1% | +16.5% |
| 6M | -1.3% | -33.1% | +31.8% | +7.3% |
| YTD | +15.5% | -7.2% | +22.7% | +12.8% |
| 1Y | +12.2% | -10.0% | +22.3% | +10.5% |
| 3Y | +87.0% | +332.3% | -245.3% | +6.6% |
| All | +50.4% | +800.5% | -750.1% | -35.1% |
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