+208.5%
CFG vs ACM
+132.6%
+75.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.2% |
| 7D | +3.2% | +5.6% | -2.4% | -0.7% |
| 30D | +5.1% | +20.8% | -15.7% | -8.0% |
| 3M | -11.2% | +11.4% | -22.7% | -18.6% |
| 6M | +9.6% | +0.9% | +8.6% | +5.5% |
| YTD | +15.0% | -24.8% | +39.8% | +34.2% |
| 1Y | +29.9% | -46.4% | +76.3% | +94.2% |
| 3Y | +192.1% | -9.2% | +201.3% | +182.2% |
| 5Y | +62.3% | +5.0% | +57.3% | +37.0% |
| All | +208.5% | +132.6% | +75.9% | +51.7% |
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