+122.4%
CF vs ACM
+1.8%
+120.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.3% | +6.6% |
| 7D | +0.4% | +5.1% | -4.6% | -0.8% |
| 30D | +2.2% | +11.5% | -9.3% | -0.5% |
| 3M | +2.1% | -10.5% | +12.6% | +4.4% |
| 6M | -6.5% | -20.4% | +13.8% | -1.7% |
| YTD | +55.6% | -28.9% | +84.4% | +68.1% |
| 1Y | +42.3% | -48.7% | +91.0% | +74.7% |
| 3Y | +55.7% | -12.5% | +68.2% | +45.0% |
| 5Y | +122.4% | +0.5% | +121.9% | +87.0% |
| All | +122.4% | +1.8% | +120.6% | +87.0% |
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 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