+82.7%
CRS vs ACI
-32.3%
+115.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.4% | -0.6% |
| 7D | -6.8% | -3.7% | -3.0% | -7.4% |
| 30D | -16.1% | +0.6% | -16.7% | -16.0% |
| 3M | -21.2% | -20.3% | -0.8% | -23.7% |
| 6M | +8.7% | -24.7% | +33.3% | +3.7% |
| YTD | +41.0% | -27.2% | +68.2% | +35.0% |
| 1Y | +82.7% | -32.7% | +115.4% | +76.7% |
| All | +82.7% | -32.3% | +115.0% | +76.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling