+852.2%
CRS vs ACM
+4.8%
+847.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -3.0% |
| 7D | +0.2% | +6.6% | -6.4% | -3.7% |
| 30D | -22.9% | +19.8% | -42.7% | -31.6% |
| 3M | -46.8% | -3.1% | -43.7% | -46.4% |
| 6M | -30.4% | -11.5% | -18.9% | -26.1% |
| YTD | -5.4% | -24.7% | +19.3% | +11.2% |
| 1Y | -9.0% | -45.1% | +36.1% | +38.6% |
| 3Y | +352.2% | -8.9% | +361.0% | +337.2% |
| 5Y | +852.2% | +5.4% | +846.9% | +705.2% |
| All | +852.2% | +4.8% | +847.4% | +705.2% |
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 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