-7.6%
CRS vs ACM
-45.0%
+37.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | +0.2% | +6.6% | -6.4% | -1.1% |
| 30D | -22.9% | +19.8% | -42.7% | -25.5% |
| 3M | -46.8% | -3.1% | -43.7% | -45.8% |
| 6M | -30.4% | -11.5% | -18.9% | -27.4% |
| YTD | -5.4% | -24.7% | +19.3% | +1.4% |
| All | -7.6% | -45.0% | +37.3% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling