+220.7%
CF vs ACM
+5.0%
+215.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.1% |
| 7D | +6.0% | -3.7% | +9.8% | +7.0% |
| 30D | +14.8% | -11.1% | +26.0% | +18.1% |
| 3M | +14.1% | -8.0% | +22.0% | +15.8% |
| 6M | +28.5% | -29.7% | +58.2% | +41.4% |
| YTD | +74.9% | -29.4% | +104.3% | +90.7% |
| 1Y | +61.7% | -46.4% | +108.1% | +96.2% |
| 3Y | +80.3% | -22.3% | +102.7% | +79.0% |
| All | +220.7% | +5.0% | +215.8% | +162.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling