+34.8%
CF vs ACM
-46.6%
+81.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -4.1% |
| 7D | -6.9% | +9.5% | -16.4% | -6.2% |
| 30D | -3.7% | +14.7% | -18.5% | -2.7% |
| 3M | -5.0% | -9.5% | +4.5% | -5.0% |
| 6M | -10.5% | -18.0% | +7.6% | -10.5% |
| YTD | +46.5% | -27.3% | +73.8% | +48.8% |
| 1Y | +34.8% | -47.0% | +81.8% | +48.0% |
| All | +34.8% | -46.6% | +81.4% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling