+815.9%
CRS vs AMBA
-69.7%
+885.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.1% | -2.3% |
| 7D | +4.8% | +2.7% | +2.1% | +4.2% |
| 30D | -23.2% | -2.2% | -21.0% | -22.7% |
| 3M | -45.5% | -26.6% | -18.9% | -41.5% |
| 6M | -33.1% | -26.8% | -6.3% | -30.6% |
| YTD | -7.2% | -15.1% | +7.9% | -8.9% |
| 1Y | -10.0% | -32.3% | +22.2% | -6.9% |
| 3Y | +332.3% | +19.8% | +312.5% | +262.0% |
| All | +815.9% | -69.7% | +885.6% | +785.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling