+487.0%
CF vs ACM
+147.1%
+339.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -2.6% |
| 7D | -0.9% | +6.9% | -7.8% | -4.2% |
| 30D | +6.9% | +19.1% | -12.1% | -2.1% |
| 3M | +4.8% | -6.9% | +11.8% | +6.8% |
| 6M | +4.7% | -12.0% | +16.7% | +8.0% |
| YTD | +56.5% | -25.1% | +81.6% | +72.4% |
| 1Y | +48.4% | -45.4% | +93.8% | +94.3% |
| 3Y | +59.1% | -6.9% | +66.1% | +46.2% |
| 5Y | +109.5% | +3.7% | +105.8% | +75.3% |
| 10Y | +487.0% | +135.8% | +351.2% | +201.7% |
| All | +487.0% | +147.1% | +339.8% | +201.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling