+2,021.5%
CRS vs ACI
+21.2%
+2,000.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.4% | -1.5% |
| 7D | -6.8% | -3.7% | -3.0% | -6.4% |
| 30D | -16.1% | +0.6% | -16.7% | -16.2% |
| 3M | -21.2% | -20.3% | -0.8% | -19.5% |
| 6M | +8.7% | -24.7% | +33.3% | +11.3% |
| YTD | +41.0% | -27.2% | +68.2% | +44.8% |
| 1Y | +82.7% | -32.7% | +115.4% | +89.7% |
| 3Y | +604.8% | -43.9% | +648.7% | +651.2% |
| 5Y | +1,384.7% | -38.9% | +1,423.6% | +1,441.3% |
| All | +2,021.5% | +21.2% | +2,000.3% | +2,250.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling