+1,359.5%
CRS vs AMBA
-9.0%
+1,368.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -0.2% | -11.0% | +10.7% | +3.1% |
| 30D | -16.6% | -23.2% | +6.5% | -10.1% |
| 3M | -3.5% | -12.7% | +9.2% | -2.8% |
| 6M | +15.4% | +11.2% | +4.2% | +6.0% |
| YTD | +51.2% | -11.2% | +62.4% | +46.7% |
| 1Y | +98.3% | -22.5% | +120.8% | +97.4% |
| 3Y | +651.5% | -1.3% | +652.9% | +545.8% |
| 5Y | +1,411.1% | -54.2% | +1,465.3% | +1,339.0% |
| All | +1,359.5% | -9.0% | +1,368.5% | +797.3% |
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