+319.1%
CFG vs ACM
+130.7%
+188.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +1.5% | -3.7% | +5.3% | +4.2% |
| 30D | -3.8% | -11.1% | +7.3% | +2.6% |
| 3M | +11.5% | -8.0% | +19.5% | +15.4% |
| 6M | +19.2% | -29.7% | +48.8% | +47.4% |
| YTD | +23.7% | -29.4% | +53.1% | +50.6% |
| 1Y | +38.8% | -46.4% | +85.3% | +104.1% |
| 3Y | +178.9% | -22.3% | +201.2% | +205.4% |
| 5Y | +101.8% | +4.5% | +97.3% | +72.0% |
| All | +319.1% | +130.7% | +188.5% | +109.5% |
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