+81.8%
CRS vs AME
+26.3%
+55.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -1.4% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -16.6% | -8.6% | -8.0% | -9.2% |
| 3M | -14.3% | +5.8% | -20.0% | -18.8% |
| 6M | +11.6% | +3.8% | +7.8% | +7.0% |
| YTD | +42.6% | +14.4% | +28.1% | +27.5% |
| 1Y | +81.8% | +25.8% | +56.0% | +54.8% |
| All | +81.8% | +26.3% | +55.5% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling