-44.0%
ACI vs CRL
-37.6%
-6.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.4% |
| 7D | -5.0% | -4.6% | -0.5% | -4.9% |
| 30D | -2.3% | +0.5% | -2.8% | -2.3% |
| 3M | -23.2% | +46.6% | -69.8% | -24.2% |
| 6M | -29.5% | +57.3% | -86.7% | -30.7% |
| YTD | -28.6% | +39.5% | -68.1% | -29.5% |
| 1Y | -34.0% | +76.9% | -110.9% | -35.9% |
| 3Y | -45.0% | +39.4% | -84.3% | -46.4% |
| 5Y | -44.0% | -37.2% | -6.8% | -50.8% |
| All | -44.0% | -37.6% | -6.4% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling