+2,175.4%
CRS vs ACI
+25.9%
+2,149.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -16.6% | +5.9% | -22.5% | -17.2% |
| 3M | -3.5% | -19.8% | +16.3% | -1.5% |
| 6M | +15.4% | -24.7% | +40.2% | +18.4% |
| YTD | +51.2% | -24.4% | +75.6% | +54.7% |
| 1Y | +98.3% | -31.5% | +129.8% | +105.9% |
| 3Y | +651.5% | -38.7% | +690.2% | +690.1% |
| 5Y | +1,411.1% | -42.8% | +1,453.9% | +1,480.3% |
| All | +2,175.4% | +25.9% | +2,149.5% | +2,410.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling