+103.2%
CB vs ACM
-2.7%
+105.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.2% | +5.4% | -5.1% | -0.8% |
| 30D | +9.1% | +15.1% | -6.1% | +5.9% |
| 3M | +3.4% | -10.5% | +13.9% | +5.5% |
| 6M | +14.1% | -19.7% | +33.8% | +18.9% |
| YTD | +18.0% | -28.8% | +46.8% | +25.7% |
| 1Y | +30.1% | -47.9% | +78.0% | +51.2% |
| 3Y | +71.8% | -12.4% | +84.1% | +61.9% |
| All | +103.2% | -2.7% | +105.9% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling