+1,339.5%
CRS vs ACM
+131.7%
+1,207.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -0.8% |
| 7D | -4.1% | -5.9% | +1.8% | +0.7% |
| 30D | -16.6% | -6.2% | -10.4% | -13.5% |
| 3M | -14.3% | -7.9% | -6.4% | -10.7% |
| 6M | +11.6% | -30.6% | +42.2% | +46.0% |
| YTD | +42.6% | -33.3% | +75.9% | +88.1% |
| 1Y | +81.8% | -49.2% | +131.0% | +201.9% |
| 3Y | +632.1% | -23.5% | +655.5% | +734.1% |
| 5Y | +1,401.6% | +0.9% | +1,400.7% | +1,222.7% |
| All | +1,339.5% | +131.7% | +1,207.8% | +586.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling