+247.9%
CB vs ACM
+131.3%
+116.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | 0.0% | +5.1% | -5.0% | -1.7% |
| 30D | +7.4% | +18.7% | -11.3% | +1.3% |
| 3M | +8.6% | +15.5% | -6.9% | +2.9% |
| 6M | +16.1% | +1.2% | +14.9% | +14.2% |
| YTD | +20.2% | -25.2% | +45.4% | +29.8% |
| 1Y | +27.2% | -46.3% | +73.5% | +55.1% |
| 3Y | +72.7% | -9.6% | +82.2% | +66.3% |
| 5Y | +105.9% | +4.4% | +101.5% | +83.3% |
| All | +247.9% | +131.3% | +116.6% | +121.8% |
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