+1,697.2%
ACN vs CRS
+5,206.9%
-3,509.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.7% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | +9.4% | -16.6% | +26.0% | +13.5% |
| 3M | +5.6% | -3.5% | +9.1% | +5.2% |
| 6M | -9.3% | +15.4% | -24.7% | -14.0% |
| YTD | -29.0% | +51.2% | -80.2% | -37.2% |
| 1Y | -24.7% | +98.3% | -123.0% | -38.1% |
| 3Y | -39.8% | +651.5% | -691.4% | -65.4% |
| 5Y | -40.9% | +1,411.1% | -1,452.0% | -72.4% |
| 10Y | +91.1% | +1,424.3% | -1,333.2% | -21.8% |
| All | +1,697.2% | +5,206.9% | -3,509.6% | +288.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling