+1,416.6%
CRS vs AME
+83.9%
+1,332.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | -0.5% | +1.3% | -1.9% | -1.7% |
| 30D | -18.1% | -6.6% | -11.5% | -13.2% |
| 3M | -12.4% | +3.0% | -15.4% | -14.8% |
| 6M | +15.9% | +5.3% | +10.6% | +11.3% |
| YTD | +45.8% | +15.4% | +30.4% | +29.2% |
| 1Y | +87.8% | +26.8% | +60.9% | +53.0% |
| 3Y | +648.7% | +56.5% | +592.2% | +383.2% |
| 5Y | +1,416.6% | +85.2% | +1,331.4% | +722.3% |
| All | +1,416.6% | +83.9% | +1,332.7% | +722.3% |
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