+219.7%
CFG vs ACM
+133.7%
+86.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.8% |
| 7D | +0.7% | +6.6% | -5.9% | -3.7% |
| 30D | +2.8% | +19.8% | -17.0% | -9.4% |
| 3M | -10.1% | -3.1% | -7.0% | -9.8% |
| 6M | +3.2% | -11.5% | +14.7% | +8.5% |
| YTD | +14.2% | -24.7% | +38.9% | +32.9% |
| 1Y | +27.4% | -45.1% | +72.5% | +85.6% |
| 3Y | +187.6% | -8.9% | +196.5% | +177.8% |
| 5Y | +65.7% | +5.4% | +60.3% | +40.4% |
| 10Y | +219.7% | +131.1% | +88.6% | +55.6% |
| All | +219.7% | +133.7% | +86.0% | +55.6% |
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