-4.5%
CRS vs AMBA
-25.6%
+21.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.3% |
| 7D | +4.3% | -8.1% | +12.4% | +5.7% |
| 30D | -25.5% | -10.8% | -14.7% | -24.1% |
| 3M | -48.7% | -25.9% | -22.8% | -46.3% |
| 6M | -31.6% | -13.9% | -17.8% | -32.1% |
| YTD | -7.0% | -14.0% | +7.0% | -11.0% |
| 1Y | -4.5% | -25.7% | +21.2% | -6.8% |
| All | -4.5% | -25.6% | +21.1% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling