+900.7%
CRS vs AMBA
-0.9%
+901.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -2.0% |
| 7D | -1.7% | -7.2% | +5.6% | +0.3% |
| 30D | -28.8% | -10.4% | -18.4% | -26.7% |
| 3M | -50.0% | -30.1% | -19.9% | -44.9% |
| 6M | -39.2% | -22.4% | -16.8% | -37.9% |
| YTD | -11.4% | -17.3% | +5.9% | -12.8% |
| 1Y | -11.7% | -35.4% | +23.7% | -7.2% |
| 3Y | +319.6% | +18.6% | +301.0% | +239.0% |
| 5Y | +794.8% | -69.8% | +864.6% | +887.3% |
| All | +900.7% | -0.9% | +901.6% | +488.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling