+648.9%
CRS vs ACI
-43.5%
+692.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.3% | -3.6% |
| 7D | -3.1% | -2.6% | -0.5% | -3.1% |
| 30D | -19.6% | +1.1% | -20.7% | -19.6% |
| 3M | -8.1% | -23.6% | +15.6% | -8.1% |
| 6M | +18.6% | -29.9% | +48.5% | +19.2% |
| YTD | +45.9% | -26.9% | +72.7% | +45.7% |
| 1Y | +82.5% | -34.2% | +116.7% | +85.2% |
| 3Y | +648.9% | -43.6% | +692.5% | +680.9% |
| All | +648.9% | -43.5% | +692.4% | +680.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling