+550.8%
CRS vs ACM
+250.2%
+300.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +7.4% | +5.1% | +2.3% | +4.0% |
| 30D | -21.2% | +18.7% | -39.9% | -30.2% |
| 3M | -43.3% | +15.5% | -58.7% | -49.5% |
| 6M | -29.4% | +1.2% | -30.6% | -32.1% |
| YTD | -4.7% | -25.2% | +20.6% | +10.4% |
| 1Y | -9.6% | -46.3% | +36.7% | +31.2% |
| 3Y | +355.5% | -9.6% | +365.0% | +359.5% |
| 5Y | +826.6% | +4.4% | +822.2% | +749.4% |
| 10Y | +846.1% | +129.3% | +716.8% | +433.0% |
| All | +550.8% | +250.2% | +300.7% | +154.5% |
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