+932.2%
CRS vs ACM
+230.8%
+701.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -0.2% | -3.7% | +3.5% | +2.4% |
| 30D | -16.6% | -11.1% | -5.5% | -10.9% |
| 3M | -3.5% | -8.0% | +4.5% | +0.2% |
| 6M | +15.4% | -29.7% | +45.1% | +43.2% |
| YTD | +51.2% | -29.4% | +80.6% | +83.7% |
| 1Y | +98.3% | -46.4% | +144.7% | +190.9% |
| 3Y | +651.5% | -22.3% | +673.9% | +748.6% |
| 5Y | +1,411.1% | +4.5% | +1,406.6% | +1,293.2% |
| 10Y | +1,424.3% | +127.6% | +1,296.7% | +774.1% |
| All | +932.2% | +230.8% | +701.4% | +323.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling