+1,416.6%
CRS vs ACI
-43.7%
+1,460.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.2% |
| 7D | -0.5% | -5.0% | +4.5% | 0.0% |
| 30D | -18.1% | -2.3% | -15.8% | -17.9% |
| 3M | -12.4% | -23.2% | +10.8% | -10.1% |
| 6M | +15.9% | -29.5% | +45.4% | +20.2% |
| YTD | +45.8% | -28.6% | +74.4% | +50.4% |
| 1Y | +87.8% | -34.0% | +121.8% | +96.3% |
| 3Y | +648.7% | -45.0% | +693.7% | +708.9% |
| 5Y | +1,416.6% | -44.0% | +1,460.6% | +1,517.7% |
| All | +1,416.6% | -43.7% | +1,460.3% | +1,517.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling