+104.2%
CB vs ACM
+4.8%
+99.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +0.7% | +6.6% | -5.9% | -0.7% |
| 30D | +8.2% | +19.8% | -11.6% | +4.2% |
| 3M | +6.3% | -3.1% | +9.4% | +6.6% |
| 6M | +16.2% | -11.5% | +27.7% | +18.5% |
| YTD | +19.3% | -24.7% | +44.0% | +25.6% |
| 1Y | +29.2% | -45.1% | +74.3% | +48.5% |
| 3Y | +71.4% | -8.9% | +80.3% | +61.0% |
| 5Y | +104.2% | +5.4% | +98.8% | +73.0% |
| All | +104.2% | +4.8% | +99.4% | +73.0% |
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