+789.6%
CB vs ACM
+233.2%
+556.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | 0.0% |
| 7D | +2.6% | +5.1% | -2.5% | +0.9% |
| 30D | +11.2% | +11.5% | -0.3% | +7.2% |
| 3M | +5.7% | -10.5% | +16.2% | +8.9% |
| 6M | +15.9% | -20.4% | +36.3% | +23.2% |
| YTD | +20.2% | -28.9% | +49.0% | +31.4% |
| 1Y | +32.4% | -48.7% | +81.1% | +61.3% |
| 3Y | +75.5% | -12.5% | +88.0% | +73.6% |
| 5Y | +105.5% | +0.5% | +105.0% | +91.2% |
| 10Y | +258.5% | +161.2% | +97.3% | +127.3% |
| All | +789.6% | +233.2% | +556.4% | +344.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling