+240.5%
CRL vs ACM
+131.7%
+108.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -1.1% |
| 7D | -6.9% | -5.9% | -1.0% | -4.2% |
| 30D | -3.2% | -6.2% | +3.0% | -0.8% |
| 3M | +46.5% | -7.9% | +54.4% | +50.2% |
| 6M | +63.1% | -30.6% | +93.7% | +91.7% |
| YTD | +36.9% | -33.3% | +70.1% | +63.1% |
| 1Y | +78.1% | -49.2% | +127.3% | +141.7% |
| 3Y | +36.7% | -23.5% | +60.1% | +50.8% |
| 5Y | -38.1% | +0.9% | -39.0% | -40.4% |
| All | +240.5% | +131.7% | +108.8% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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