-44.0%
ACHR vs CRS
+1,516.9%
-1,560.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.8% |
| 7D | -2.3% | -6.8% | +4.5% | +0.5% |
| 30D | -11.3% | -16.1% | +4.8% | -4.9% |
| 3M | +5.3% | -21.2% | +26.5% | +15.3% |
| 6M | -13.2% | +8.7% | -21.9% | -17.4% |
| YTD | -25.8% | +41.0% | -66.8% | -36.7% |
| 1Y | -34.3% | +82.7% | -116.9% | -50.5% |
| 3Y | -19.9% | +604.8% | -624.7% | -63.5% |
| 5Y | -42.7% | +1,384.7% | -1,427.3% | -78.8% |
| All | -44.0% | +1,516.9% | -1,560.9% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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