+64.6%
CAG vs ACM
+230.8%
-166.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -3.8% | -3.7% | 0.0% | -3.3% |
| 30D | +3.1% | -11.1% | +14.2% | +4.7% |
| 3M | +23.5% | -8.0% | +31.5% | +24.6% |
| 6M | -14.8% | -29.7% | +14.8% | -10.9% |
| YTD | -5.4% | -29.4% | +23.9% | -1.4% |
| 1Y | -11.8% | -46.4% | +34.6% | -4.4% |
| 3Y | -36.7% | -22.3% | -14.3% | -35.6% |
| 5Y | -40.3% | +4.5% | -44.7% | -42.5% |
| 10Y | -37.0% | +127.6% | -164.6% | -48.5% |
| All | +64.6% | +230.8% | -166.2% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling