+11.8%
CRM vs ACI
-44.0%
+55.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.7% |
| 7D | -4.4% | -3.7% | -0.7% | -4.1% |
| 30D | +28.1% | +0.6% | +27.6% | +28.1% |
| 3M | +48.8% | -20.3% | +69.1% | +49.9% |
| 6M | +28.3% | -24.7% | +52.9% | +29.3% |
| YTD | -6.0% | -27.2% | +21.2% | -5.3% |
| 1Y | +1.4% | -32.7% | +34.2% | +2.9% |
| 3Y | +11.8% | -43.9% | +55.8% | +12.9% |
| All | +11.8% | -44.0% | +55.8% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling