+10.8%
CRM vs ACHR
-45.0%
+55.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.4% | +1.7% |
| 7D | -4.4% | -2.3% | -2.2% | -4.2% |
| 30D | +28.1% | -11.3% | +39.4% | +29.9% |
| 3M | +48.8% | +5.3% | +43.5% | +46.6% |
| 6M | +28.3% | -13.2% | +41.5% | +28.7% |
| YTD | -6.0% | -25.8% | +19.8% | -4.3% |
| 1Y | +1.4% | -34.3% | +35.7% | +3.7% |
| 3Y | +11.8% | -19.9% | +31.8% | +2.9% |
| 5Y | -2.0% | -42.7% | +40.6% | -18.7% |
| All | +10.8% | -45.0% | +55.8% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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