+368.9%
CRL vs ACM
+147.1%
+221.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.2% | -0.5% | +2.2% |
| 7D | +4.4% | +6.9% | -2.5% | +1.0% |
| 30D | +17.1% | +19.1% | -2.0% | +7.5% |
| 3M | +32.1% | -6.9% | +39.0% | +34.8% |
| 6M | +98.9% | -12.0% | +111.0% | +106.7% |
| YTD | +77.1% | -25.1% | +102.3% | +99.0% |
| 1Y | +110.3% | -45.4% | +155.7% | +175.5% |
| 3Y | +108.5% | -6.9% | +115.4% | +108.6% |
| 5Y | -7.9% | +3.7% | -11.6% | -12.9% |
| 10Y | +368.9% | +135.8% | +233.2% | +191.2% |
| All | +368.9% | +147.1% | +221.8% | +191.2% |
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