+251.7%
CB vs ACM
+132.6%
+119.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +2.9% | +5.6% | -2.7% | +1.0% |
| 30D | +7.3% | +20.8% | -13.5% | +0.6% |
| 3M | +9.4% | +11.4% | -2.0% | +5.0% |
| 6M | +19.6% | +0.9% | +18.7% | +17.8% |
| YTD | +21.5% | -24.8% | +46.3% | +31.0% |
| 1Y | +28.0% | -46.4% | +74.4% | +56.3% |
| 3Y | +74.9% | -9.2% | +84.1% | +68.2% |
| 5Y | +108.1% | +5.0% | +103.2% | +84.9% |
| All | +251.7% | +132.6% | +119.1% | +123.8% |
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