+76.0%
CRS vs AMRZ
-19.2%
+95.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.8% |
| 7D | -0.5% | -4.7% | +4.1% | +1.1% |
| 30D | -18.1% | -11.3% | -6.8% | -14.8% |
| 3M | -12.4% | -22.1% | +9.6% | -5.2% |
| 6M | +15.9% | -29.6% | +45.5% | +29.0% |
| YTD | +45.8% | -23.3% | +69.1% | +57.3% |
| 1Y | +87.8% | -23.7% | +111.5% | +97.8% |
| All | +76.0% | -19.2% | +95.2% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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