+471.5%
CF vs ACM
+132.6%
+338.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | -0.1% |
| 7D | +4.8% | +5.6% | -0.9% | +1.9% |
| 30D | +4.7% | +20.8% | -16.1% | -4.9% |
| 3M | +7.4% | +11.4% | -4.0% | +0.7% |
| 6M | +0.6% | +0.9% | -0.3% | -2.5% |
| YTD | +64.1% | -24.8% | +88.9% | +80.7% |
| 1Y | +51.4% | -46.4% | +97.8% | +101.6% |
| 3Y | +67.8% | -9.2% | +77.0% | +56.3% |
| 5Y | +114.1% | +5.0% | +109.2% | +76.7% |
| All | +471.5% | +132.6% | +338.9% | +188.5% |
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 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