+10,197.9%
CRS vs AME
+18,709.1%
-8,511.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.8% |
| 7D | -0.2% | +0.6% | -0.9% | -0.6% |
| 30D | -16.6% | -6.7% | -9.9% | -13.2% |
| 3M | -3.5% | +4.1% | -7.5% | -5.6% |
| 6M | +15.4% | +1.6% | +13.9% | +15.1% |
| YTD | +51.2% | +16.1% | +35.1% | +39.3% |
| 1Y | +98.3% | +27.3% | +71.0% | +72.9% |
| 3Y | +651.5% | +50.9% | +600.7% | +489.3% |
| 5Y | +1,411.1% | +81.4% | +1,329.7% | +980.4% |
| 10Y | +1,424.3% | +417.0% | +1,007.4% | +573.8% |
| All | +10,197.9% | +18,709.1% | -8,511.2% | +1,965.3% |
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 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