+905.1%
CRS vs ACWI
+226.8%
+678.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.6% | +7.1% | +5.3% |
| 7D | +4.9% | +0.3% | +4.6% | +4.5% |
| 30D | -20.8% | -2.8% | -18.0% | -16.4% |
| 3M | -46.4% | -3.2% | -43.3% | -43.2% |
| 6M | -28.6% | +1.3% | -29.8% | -29.6% |
| YTD | -2.8% | +11.2% | -14.0% | -17.9% |
| 1Y | -6.7% | +13.8% | -20.5% | -24.1% |
| 3Y | +368.0% | +76.2% | +291.8% | +85.2% |
| 5Y | +852.9% | +59.5% | +793.4% | +357.0% |
| 10Y | +905.1% | +222.2% | +682.9% | +42.9% |
| All | +905.1% | +226.8% | +678.3% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling