+471.3%
CRL vs ACM
+230.8%
+240.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -1.0% | -3.7% | +2.7% | +0.4% |
| 30D | +10.7% | -11.1% | +21.8% | +14.7% |
| 3M | +55.3% | -8.0% | +63.3% | +58.5% |
| 6M | +60.7% | -29.7% | +90.3% | +80.6% |
| YTD | +44.6% | -29.4% | +74.0% | +61.8% |
| 1Y | +77.7% | -46.4% | +124.2% | +119.0% |
| 3Y | +37.6% | -22.3% | +60.0% | +48.5% |
| 5Y | -35.8% | +4.5% | -40.3% | -37.7% |
| 10Y | +241.7% | +127.6% | +114.1% | +146.1% |
| All | +471.3% | +230.8% | +240.5% | +232.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling