-45.3%
ACHR vs CRL
+9.2%
-54.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | 0.0% |
| 7D | -5.4% | -6.9% | +1.6% | -2.3% |
| 30D | -19.7% | -3.2% | -16.5% | -18.7% |
| 3M | +7.9% | +46.5% | -38.6% | -11.1% |
| 6M | -13.8% | +63.1% | -76.9% | -33.5% |
| YTD | -27.5% | +36.9% | -64.4% | -39.4% |
| 1Y | -33.9% | +78.1% | -112.1% | -51.9% |
| 3Y | -20.0% | +36.7% | -56.6% | -37.2% |
| 5Y | -44.0% | -38.1% | -5.9% | -40.8% |
| All | -45.3% | +9.2% | -54.6% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling