+45.5%
AMZN vs CRS
+1,391.9%
-1,346.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -9.2% | -18.1% | +8.9% | -4.6% |
| 3M | +3.4% | -12.4% | +15.8% | +6.2% |
| 6M | +18.2% | +15.9% | +2.3% | +11.6% |
| YTD | +9.3% | +45.8% | -36.5% | -4.0% |
| 1Y | +5.9% | +87.8% | -81.8% | -14.9% |
| 3Y | +82.6% | +648.7% | -566.1% | -8.8% |
| All | +45.5% | +1,391.9% | -1,346.4% | -43.1% |
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