-31.2%
ACI vs CRL
+102.9%
-134.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.1% |
| 7D | -0.6% | -1.7% | +1.1% | -0.6% |
| 30D | +9.5% | +14.6% | -5.0% | +9.4% |
| 3M | +10.1% | +24.8% | -14.7% | +9.9% |
| 6M | -15.4% | +94.7% | -110.1% | -16.1% |
| YTD | -19.5% | +73.4% | -92.9% | -19.9% |
| 1Y | -21.0% | +104.7% | -125.6% | -22.2% |
| 3Y | -31.2% | +101.1% | -132.3% | -34.0% |
| All | -31.2% | +102.9% | -134.1% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling