+319.6%
CRS vs ACWI
+70.3%
+249.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.1% |
| 7D | -1.7% | -2.4% | +0.7% | +2.0% |
| 30D | -28.8% | -5.2% | -23.6% | -22.2% |
| 3M | -50.0% | -4.8% | -45.2% | -45.7% |
| 6M | -39.2% | -1.3% | -37.9% | -37.6% |
| YTD | -11.4% | +8.4% | -19.8% | -21.7% |
| 1Y | -11.7% | +11.0% | -22.7% | -24.8% |
| 3Y | +319.6% | +70.6% | +249.1% | +101.3% |
| All | +319.6% | +70.3% | +249.3% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling