+35.6%
CRM vs ACI
+18.9%
+16.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.7% |
| 7D | -5.0% | -5.0% | +0.1% | -4.4% |
| 30D | +23.6% | -2.3% | +25.9% | +23.9% |
| 3M | +39.6% | -23.2% | +62.8% | +42.9% |
| 6M | +23.4% | -29.5% | +52.9% | +27.3% |
| YTD | -7.4% | -28.6% | +21.2% | -4.8% |
| 1Y | -2.3% | -34.0% | +31.7% | +1.1% |
| 3Y | +10.5% | -45.0% | +55.5% | +16.3% |
| 5Y | -4.7% | -44.0% | +39.3% | -1.3% |
| All | +35.6% | +18.9% | +16.7% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling