-41.0%
CAG vs ACM
+1.1%
-42.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +1.2% |
| 7D | -3.3% | +5.6% | -9.0% | -3.9% |
| 30D | +7.7% | +20.8% | -13.2% | +5.6% |
| 3M | -3.2% | +11.4% | -14.6% | -4.4% |
| 6M | +7.0% | +0.9% | +6.0% | +6.4% |
| YTD | -9.0% | -24.8% | +15.8% | -7.2% |
| 1Y | -9.6% | -46.4% | +36.8% | -4.0% |
| 3Y | -36.0% | -9.2% | -26.8% | -37.8% |
| All | -41.0% | +1.1% | -42.0% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling