+2,280.2%
CRM vs ACM
+228.1%
+2,052.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.5% |
| 7D | -3.5% | -0.3% | -3.2% | -3.3% |
| 30D | +29.3% | -12.9% | +42.2% | +36.7% |
| 3M | +36.8% | -6.4% | +43.2% | +40.0% |
| 6M | +23.9% | -29.2% | +53.1% | +42.5% |
| YTD | -5.5% | -29.9% | +24.5% | +8.4% |
| 1Y | -0.4% | -47.3% | +46.9% | +28.7% |
| 3Y | +12.8% | -19.6% | +32.4% | +19.4% |
| 5Y | -3.5% | +5.5% | -9.0% | -9.5% |
| 10Y | +238.4% | +129.7% | +108.8% | +101.4% |
| All | +2,280.2% | +228.1% | +2,052.1% | +890.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling