+352.0%
CRS vs AMBA
+26.5%
+325.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +1.6% |
| 7D | +4.4% | +2.6% | +1.8% | +3.7% |
| 30D | -19.1% | -3.6% | -15.6% | -18.4% |
| 3M | -43.2% | -24.6% | -18.6% | -39.5% |
| 6M | -28.9% | -21.6% | -7.3% | -27.6% |
| YTD | -3.0% | -11.8% | +8.8% | -6.2% |
| 1Y | -5.3% | -33.2% | +27.9% | -1.5% |
| All | +352.0% | +26.5% | +325.5% | +268.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling