+86.1%
CRL vs ACM
-12.3%
+98.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.8% | +7.8% |
| 7D | -6.1% | +5.4% | -11.5% | -8.4% |
| 30D | +12.4% | +15.1% | -2.7% | +5.3% |
| 3M | +27.1% | -10.5% | +37.6% | +32.8% |
| 6M | +85.7% | -19.7% | +105.4% | +104.9% |
| YTD | +69.2% | -28.8% | +98.0% | +99.7% |
| 1Y | +97.5% | -47.9% | +145.4% | +184.9% |
| 3Y | +86.1% | -12.4% | +98.5% | +80.0% |
| All | +86.1% | -12.3% | +98.4% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling