+86.8%
ACN vs CRS
+1,409.1%
-1,322.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.6% |
| 7D | -7.9% | -4.1% | -3.8% | -7.2% |
| 30D | -1.1% | -16.6% | +15.5% | +2.0% |
| 3M | +5.6% | -14.3% | +19.9% | +7.5% |
| 6M | -9.9% | +11.6% | -21.5% | -13.6% |
| YTD | -32.3% | +42.6% | -74.9% | -38.6% |
| 1Y | -25.3% | +81.8% | -107.1% | -36.2% |
| 3Y | -42.3% | +632.1% | -674.3% | -65.2% |
| 5Y | -43.5% | +1,401.6% | -1,445.1% | -72.1% |
| All | +86.8% | +1,409.1% | -1,322.3% | -15.6% |
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