+28.8%
CFG vs ACM
-45.3%
+74.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -0.8% | +3.0% | -3.8% | -1.3% |
| 30D | +3.1% | +19.7% | -16.5% | +0.3% |
| 3M | -9.7% | +5.3% | -15.0% | -10.7% |
| 6M | +6.7% | -10.8% | +17.5% | +8.4% |
| YTD | +15.2% | -25.1% | +40.3% | +22.0% |
| 1Y | +28.8% | -45.8% | +74.6% | +34.7% |
| All | +28.8% | -45.3% | +74.0% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling