+1,416.6%
CRS vs ACM
+2.7%
+1,413.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +2.0% |
| 7D | -0.5% | -3.7% | +3.1% | +1.9% |
| 30D | -18.1% | -12.7% | -5.4% | -11.2% |
| 3M | -12.4% | -9.8% | -2.6% | -7.8% |
| 6M | +15.9% | -31.4% | +47.3% | +48.5% |
| YTD | +45.8% | -32.1% | +77.9% | +84.0% |
| 1Y | +87.8% | -47.8% | +135.6% | +192.5% |
| 3Y | +648.7% | -22.1% | +670.8% | +717.5% |
| 5Y | +1,416.6% | +1.8% | +1,414.8% | +1,259.9% |
| All | +1,416.6% | +2.7% | +1,413.9% | +1,259.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling