-15.9%
ACN vs CRS
+343.5%
-359.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.1% |
| 7D | -3.8% | +4.8% | -8.6% | -3.7% |
| 30D | +16.5% | -23.2% | +39.7% | +16.1% |
| 3M | +41.5% | -45.5% | +87.0% | +41.6% |
| 6M | +60.1% | -33.1% | +93.2% | +57.7% |
| YTD | -3.9% | -7.2% | +3.3% | -8.3% |
| 1Y | +4.1% | -10.0% | +14.1% | -0.4% |
| 3Y | -15.9% | +332.3% | -348.2% | -30.8% |
| All | -15.9% | +343.5% | -359.3% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling