+152.3%
ACN vs CRS
+790.4%
-638.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.6% |
| 7D | -3.8% | +4.8% | -8.6% | -4.7% |
| 30D | +16.5% | -23.2% | +39.7% | +20.5% |
| 3M | +41.5% | -45.5% | +87.0% | +55.1% |
| 6M | +60.1% | -33.1% | +93.2% | +67.0% |
| YTD | -3.9% | -7.2% | +3.3% | -7.6% |
| 1Y | +4.1% | -10.0% | +14.1% | +0.6% |
| 3Y | -15.9% | +332.3% | -348.2% | -45.4% |
| 5Y | -26.3% | +801.9% | -828.2% | -61.2% |
| All | +152.3% | +790.4% | -638.1% | +18.3% |
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