+1,075.4%
CRS vs AMCR
+97.2%
+978.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +1.4% |
| 7D | -0.5% | -6.3% | +5.7% | +2.8% |
| 30D | -18.1% | -7.1% | -11.0% | -15.2% |
| 3M | -12.4% | +12.7% | -25.1% | -18.3% |
| 6M | +15.9% | +5.2% | +10.8% | +12.2% |
| YTD | +45.8% | +8.1% | +37.8% | +38.1% |
| 1Y | +87.8% | +11.7% | +76.0% | +74.2% |
| 3Y | +648.7% | +9.9% | +638.8% | +584.7% |
| 5Y | +1,416.6% | -8.7% | +1,425.3% | +1,442.5% |
| 10Y | +1,412.7% | +16.8% | +1,395.9% | +1,250.4% |
| All | +1,075.4% | +97.2% | +978.2% | +920.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 all: compounded portfolio wealth divided by compounded AMCR 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…
all analysis · Full analysis span regression · 6 months rolling