+238.9%
CRM vs ACM
+134.0%
+104.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | -4.4% | -4.6% | +0.1% | -2.7% |
| 30D | +28.1% | +4.1% | +24.1% | +26.3% |
| 3M | +48.8% | -8.3% | +57.1% | +53.2% |
| 6M | +28.3% | -30.1% | +58.3% | +45.7% |
| YTD | -6.0% | -32.6% | +26.6% | +7.6% |
| 1Y | +1.4% | -49.6% | +51.0% | +29.6% |
| 3Y | +11.8% | -23.0% | +34.9% | +19.7% |
| 5Y | -2.0% | +2.0% | -4.0% | -5.3% |
| All | +238.9% | +134.0% | +104.9% | +154.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling