+262,336.6%
AMZN vs CRS
+3,931.8%
+258,404.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.3% |
| 7D | +0.8% | -3.1% | +3.9% | +1.6% |
| 30D | -6.4% | -19.6% | +13.2% | -1.4% |
| 3M | +4.8% | -8.1% | +12.9% | +6.2% |
| 6M | +20.5% | +18.6% | +2.0% | +14.0% |
| YTD | +11.3% | +45.9% | -34.5% | -0.8% |
| 1Y | +9.0% | +82.5% | -73.5% | -9.2% |
| 3Y | +85.9% | +648.9% | -563.0% | +5.1% |
| 5Y | +45.8% | +1,438.1% | -1,392.3% | -33.1% |
| 10Y | +555.5% | +1,327.0% | -771.5% | +160.5% |
| All | +262,336.6% | +3,931.8% | +258,404.8% | +68,778.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling