+581.7%
CRS vs ACWI
+330.0%
+251.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.1% |
| 7D | -1.7% | -2.4% | +0.7% | +1.9% |
| 30D | -28.8% | -5.2% | -23.6% | -22.5% |
| 3M | -50.0% | -4.8% | -45.2% | -45.9% |
| 6M | -39.2% | -1.3% | -37.9% | -37.7% |
| YTD | -11.4% | +8.4% | -19.8% | -21.0% |
| 1Y | -11.7% | +11.0% | -22.7% | -24.0% |
| 3Y | +319.6% | +70.6% | +249.1% | +91.4% |
| 5Y | +794.8% | +55.3% | +739.4% | +380.4% |
| 10Y | +926.9% | +223.2% | +703.7% | +111.0% |
| All | +581.7% | +330.0% | +251.7% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling