+2,330.4%
ACN vs CRS
+3,157.0%
-826.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.8% |
| 7D | -3.8% | +4.8% | -8.6% | -5.0% |
| 30D | +16.5% | -23.2% | +39.7% | +21.5% |
| 3M | +41.5% | -45.5% | +87.0% | +58.2% |
| 6M | +60.1% | -33.1% | +93.2% | +69.1% |
| YTD | -3.9% | -7.2% | +3.3% | -7.3% |
| 1Y | +4.1% | -10.0% | +14.1% | +0.9% |
| 3Y | -15.9% | +332.3% | -348.2% | -46.3% |
| 5Y | -26.3% | +801.9% | -828.2% | -62.0% |
| 10Y | +148.2% | +820.9% | -672.7% | +12.2% |
| All | +2,330.4% | +3,157.0% | -826.6% | +473.0% |
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