+11.8%
CRM vs ACN
-40.7%
+52.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.4% | -0.1% |
| 7D | -4.4% | -1.5% | -2.9% | -3.6% |
| 30D | +28.1% | +2.1% | +26.1% | +26.9% |
| 3M | +48.8% | +11.1% | +37.7% | +38.5% |
| 6M | +28.3% | -6.8% | +35.1% | +32.9% |
| YTD | -6.0% | -30.0% | +24.0% | +13.9% |
| 1Y | +1.4% | -23.1% | +24.6% | +16.0% |
| 3Y | +11.8% | -40.4% | +52.2% | +36.6% |
| All | +11.8% | -40.7% | +52.5% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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