+5,648.9%
CRM vs ACN
+880.3%
+4,768.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.3% |
| 7D | -8.1% | -7.9% | -0.2% | -2.8% |
| 30D | +23.1% | -1.1% | +24.1% | +24.3% |
| 3M | +42.5% | +5.6% | +36.9% | +35.0% |
| 6M | +25.3% | -9.9% | +35.3% | +32.7% |
| YTD | -7.8% | -32.3% | +24.5% | +17.9% |
| 1Y | +1.0% | -25.3% | +26.3% | +19.9% |
| 3Y | +10.0% | -42.3% | +52.3% | +52.0% |
| 5Y | -3.9% | -43.5% | +39.6% | +34.2% |
| 10Y | +233.2% | +90.8% | +142.4% | +101.0% |
| All | +5,648.9% | +880.3% | +4,768.6% | +1,073.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling