-41.5%
ACHR vs CRS
+1,573.0%
-1,614.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +3.5% |
| 7D | +4.9% | -3.1% | +7.9% | +6.1% |
| 30D | +4.3% | -19.6% | +23.9% | +13.6% |
| 3M | +1.7% | -8.1% | +9.8% | +4.5% |
| 6M | -6.9% | +18.6% | -25.4% | -14.4% |
| YTD | -22.5% | +45.9% | -68.3% | -34.8% |
| 1Y | -31.5% | +82.5% | -114.0% | -48.4% |
| 3Y | -14.4% | +648.9% | -663.3% | -61.8% |
| 5Y | -41.6% | +1,438.1% | -1,479.8% | -78.7% |
| All | -41.5% | +1,573.0% | -1,614.5% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling