+826.6%
CRS vs AME
+79.2%
+747.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.3% |
| 7D | +7.4% | +8.1% | -0.7% | +0.2% |
| 30D | -21.2% | -3.8% | -17.4% | -17.8% |
| 3M | -43.3% | -6.6% | -36.7% | -39.3% |
| 6M | -29.4% | +4.6% | -34.0% | -31.8% |
| YTD | -4.7% | +17.9% | -22.6% | -16.9% |
| 1Y | -9.6% | +23.2% | -32.8% | -24.1% |
| 3Y | +355.5% | +62.9% | +292.5% | +180.1% |
| 5Y | +826.6% | +77.5% | +749.0% | +377.9% |
| All | +826.6% | +79.2% | +747.3% | +377.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling