+6,220.1%
CRS vs AME
+19,084.4%
-12,864.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +4.8% | +5.9% | -1.1% | +1.4% |
| 30D | -23.2% | -1.9% | -21.3% | -21.8% |
| 3M | -45.5% | -5.4% | -40.1% | -43.4% |
| 6M | -33.1% | +4.9% | -38.0% | -34.6% |
| YTD | -7.2% | +18.5% | -25.7% | -15.1% |
| 1Y | -10.0% | +25.5% | -35.5% | -20.3% |
| 3Y | +332.3% | +63.0% | +269.3% | +225.5% |
| 5Y | +801.9% | +78.3% | +723.6% | +555.3% |
| 10Y | +820.9% | +447.1% | +373.8% | +296.2% |
| All | +6,220.1% | +19,084.4% | -12,864.2% | +1,159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling