-37.7%
CAG vs ACM
+134.0%
-171.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -5.7% | -4.6% | -1.1% | -5.2% |
| 30D | -2.4% | +4.1% | -6.5% | -2.9% |
| 3M | +9.8% | -8.3% | +18.1% | +10.7% |
| 6M | -10.8% | -30.1% | +19.2% | -7.4% |
| YTD | -10.8% | -32.6% | +21.8% | -7.2% |
| 1Y | -19.0% | -49.6% | +30.6% | -12.7% |
| 3Y | -39.7% | -23.0% | -16.6% | -39.0% |
| 5Y | -43.0% | +2.0% | -45.0% | -44.9% |
| All | -37.7% | +134.0% | -171.7% | -46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling