+76.6%
CB vs ACM
-21.7%
+98.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | +0.5% | -3.7% | +4.2% | +0.8% |
| 30D | -3.1% | -11.1% | +8.0% | -2.3% |
| 3M | +9.0% | -8.0% | +16.9% | +9.5% |
| 6M | +2.9% | -29.7% | +32.5% | +5.9% |
| YTD | +10.1% | -29.4% | +39.5% | +13.0% |
| 1Y | +22.8% | -46.4% | +69.2% | +30.2% |
| All | +76.6% | -21.7% | +98.3% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling