-10.0%
CRM vs ACI
-18.4%
+8.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +1.5% |
| 7D | -6.2% | +4.5% | -10.7% | -7.0% |
| 30D | -1.2% | +20.9% | -22.0% | -4.6% |
| 3M | +19.1% | +15.2% | +3.9% | +15.9% |
| 6M | +23.0% | -13.3% | +36.3% | +20.9% |
| YTD | -13.7% | -16.2% | +2.5% | -14.7% |
| 1Y | -10.0% | -16.9% | +6.9% | -12.6% |
| All | -10.0% | -18.4% | +8.4% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling