+73.0%
CF vs ACM
-21.7%
+94.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.2% |
| 7D | +6.0% | -3.7% | +9.8% | +6.3% |
| 30D | +14.8% | -11.1% | +26.0% | +16.1% |
| 3M | +14.1% | -8.0% | +22.0% | +14.8% |
| 6M | +28.5% | -29.7% | +58.2% | +34.7% |
| YTD | +74.9% | -29.4% | +104.3% | +82.4% |
| 1Y | +61.7% | -46.4% | +108.1% | +80.2% |
| All | +73.0% | -21.7% | +94.7% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling