+1,946.3%
CF vs ACM
+240.6%
+1,705.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -5.9% |
| 7D | -6.9% | +9.5% | -16.4% | -11.4% |
| 30D | -3.7% | +14.7% | -18.5% | -10.6% |
| 3M | -5.0% | -9.5% | +4.5% | -1.8% |
| 6M | -10.5% | -18.0% | +7.6% | -4.1% |
| YTD | +46.5% | -27.3% | +73.8% | +63.9% |
| 1Y | +34.8% | -47.0% | +81.8% | +78.2% |
| 3Y | +46.7% | -10.6% | +57.3% | +40.3% |
| 5Y | +112.0% | +5.3% | +106.7% | +81.3% |
| 10Y | +529.7% | +167.0% | +362.7% | +207.3% |
| All | +1,946.3% | +240.6% | +1,705.7% | +615.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling