+71.6%
CB vs ACM
-7.9%
+79.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -0.8% |
| 7D | -1.5% | +6.9% | -8.4% | -2.0% |
| 30D | +6.5% | +19.1% | -12.5% | +5.1% |
| 3M | +4.1% | -6.9% | +11.0% | +4.4% |
| 6M | +14.4% | -12.0% | +26.4% | +15.2% |
| YTD | +17.5% | -25.1% | +42.6% | +19.6% |
| 1Y | +27.5% | -45.4% | +73.0% | +34.9% |
| 3Y | +71.6% | -6.9% | +78.5% | +71.5% |
| All | +71.6% | -7.9% | +79.5% | +71.5% |
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