+243.0%
CB vs ACM
+147.1%
+95.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -2.1% |
| 7D | -1.5% | +6.9% | -8.4% | -3.7% |
| 30D | +6.5% | +19.1% | -12.5% | +0.5% |
| 3M | +4.1% | -6.9% | +11.0% | +5.8% |
| 6M | +14.4% | -12.0% | +26.4% | +17.7% |
| YTD | +17.5% | -25.1% | +42.6% | +26.6% |
| 1Y | +27.5% | -45.4% | +73.0% | +53.8% |
| 3Y | +71.6% | -6.9% | +78.5% | +63.6% |
| 5Y | +100.6% | +3.7% | +96.9% | +79.9% |
| 10Y | +243.0% | +135.8% | +107.2% | +122.8% |
| All | +243.0% | +147.1% | +95.9% | +122.8% |
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