+629.1%
CRS vs AME
+55.9%
+573.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | -0.5% | +1.3% | -1.9% | -1.5% |
| 30D | -18.1% | -6.6% | -11.5% | -13.8% |
| 3M | -12.4% | +3.0% | -15.4% | -14.4% |
| 6M | +15.9% | +5.3% | +10.6% | +12.0% |
| YTD | +45.8% | +15.4% | +30.4% | +32.1% |
| 1Y | +87.8% | +26.8% | +60.9% | +59.5% |
| All | +629.1% | +55.9% | +573.1% | +409.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling