-52.8%
ACHR vs CRL
+38.4%
-91.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | +0.1% | -1.1% |
| 7D | +14.0% | -1.7% | +15.8% | +15.1% |
| 30D | -5.0% | +14.6% | -19.6% | -11.0% |
| 3M | -24.8% | +24.8% | -49.6% | -32.6% |
| 6M | -27.3% | +94.7% | -122.0% | -48.1% |
| YTD | -37.4% | +73.4% | -110.7% | -53.3% |
| 1Y | -44.3% | +104.7% | -148.9% | -61.7% |
| 3Y | -5.2% | +101.1% | -106.3% | -39.0% |
| 5Y | -20.8% | -10.8% | -10.1% | -29.0% |
| All | -52.8% | +38.4% | -91.1% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling