-10.0%
CRS vs ACM
-46.0%
+36.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.2% | -2.8% |
| 7D | +4.8% | +5.6% | -0.9% | +3.6% |
| 30D | -23.2% | +20.8% | -44.0% | -25.9% |
| 3M | -45.5% | +11.4% | -56.9% | -46.7% |
| 6M | -33.1% | +0.9% | -34.1% | -32.7% |
| YTD | -7.2% | -24.8% | +17.6% | -0.6% |
| 1Y | -10.0% | -46.4% | +36.4% | +6.1% |
| All | -10.0% | -46.0% | +36.0% | +6.1% |
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