+801.7%
CRS vs ACWI
+224.5%
+577.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.2% |
| 7D | +4.8% | +2.4% | +2.3% | +0.9% |
| 30D | -23.2% | -1.7% | -21.5% | -20.4% |
| 3M | -45.5% | -3.9% | -41.6% | -41.4% |
| 6M | -33.1% | +0.8% | -33.9% | -33.5% |
| YTD | -7.2% | +11.0% | -18.2% | -21.4% |
| 1Y | -10.0% | +13.1% | -23.1% | -26.0% |
| 3Y | +332.3% | +73.9% | +258.4% | +74.9% |
| 5Y | +801.9% | +59.0% | +742.8% | +334.3% |
| All | +801.7% | +224.5% | +577.3% | +17.4% |
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