+679.4%
CAH vs ACM
+230.8%
+448.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +5.4% | -3.7% | +9.1% | +6.5% |
| 30D | +3.3% | -11.1% | +14.4% | +6.3% |
| 3M | +22.8% | -8.0% | +30.8% | +24.8% |
| 6M | +11.3% | -29.7% | +40.9% | +21.6% |
| YTD | +21.1% | -29.4% | +50.5% | +31.7% |
| 1Y | +67.2% | -46.4% | +113.7% | +95.8% |
| 3Y | +195.6% | -22.3% | +218.0% | +205.7% |
| 5Y | +413.8% | +4.5% | +409.4% | +381.2% |
| 10Y | +309.6% | +127.6% | +181.9% | +195.3% |
| All | +679.4% | +230.8% | +448.7% | +363.1% |
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