+862.9%
CRS vs ACM
+130.8%
+732.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +3.0% |
| 7D | +4.4% | +3.0% | +1.4% | +2.1% |
| 30D | -19.1% | +19.7% | -38.8% | -30.4% |
| 3M | -43.2% | +5.3% | -48.6% | -47.0% |
| 6M | -28.9% | -10.8% | -18.1% | -25.4% |
| YTD | -3.0% | -25.1% | +22.1% | +15.4% |
| 1Y | -5.3% | -45.8% | +40.5% | +48.4% |
| 3Y | +363.5% | -9.4% | +372.9% | +355.2% |
| 5Y | +858.2% | +4.8% | +853.4% | +718.9% |
| 10Y | +862.9% | +129.8% | +733.1% | +345.3% |
| All | +862.9% | +130.8% | +732.1% | +345.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling