+774.8%
CAH vs ACM
+252.7%
+522.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +9.4% | +6.6% | +2.8% | +7.4% |
| 30D | +16.5% | +19.8% | -3.3% | +10.7% |
| 3M | +17.0% | -3.1% | +20.1% | +17.2% |
| 6M | +51.4% | -11.5% | +62.9% | +54.8% |
| YTD | +36.0% | -24.7% | +60.6% | +44.8% |
| 1Y | +36.0% | -45.1% | +81.1% | +58.1% |
| 3Y | +177.5% | -8.9% | +186.4% | +173.8% |
| 5Y | +509.2% | +5.4% | +503.8% | +469.4% |
| 10Y | +408.1% | +131.1% | +277.0% | +264.1% |
| All | +774.8% | +252.7% | +522.1% | +409.3% |
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 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