+41.2%
CRL vs ACM
-21.7%
+62.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -1.0% | -3.7% | +2.7% | +0.8% |
| 30D | +10.7% | -11.1% | +21.8% | +16.3% |
| 3M | +55.3% | -8.0% | +63.3% | +59.6% |
| 6M | +60.7% | -29.7% | +90.3% | +92.6% |
| YTD | +44.6% | -29.4% | +74.0% | +71.6% |
| 1Y | +77.7% | -46.4% | +124.2% | +149.2% |
| All | +41.2% | -21.7% | +62.9% | +45.2% |
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 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