+801.7%
CRS vs ACM
+132.6%
+669.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.2% | -3.1% |
| 7D | +4.8% | +5.6% | -0.9% | +0.3% |
| 30D | -23.2% | +20.8% | -44.0% | -34.5% |
| 3M | -45.5% | +11.4% | -56.9% | -51.2% |
| 6M | -33.1% | +0.9% | -34.1% | -36.2% |
| YTD | -7.2% | -24.8% | +17.6% | +10.4% |
| 1Y | -10.0% | -46.4% | +36.4% | +43.9% |
| 3Y | +332.3% | -9.2% | +341.5% | +322.6% |
| 5Y | +801.9% | +5.0% | +796.9% | +662.8% |
| All | +801.7% | +132.6% | +669.1% | +323.2% |
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