+173.3%
CFG vs ACM
-12.3%
+185.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | -0.9% | +5.4% | -6.3% | -2.9% |
| 30D | +1.1% | +15.1% | -14.0% | -4.4% |
| 3M | -12.0% | -10.5% | -1.5% | -8.4% |
| 6M | -2.2% | -19.7% | +17.5% | +6.6% |
| YTD | +11.4% | -28.8% | +40.2% | +28.0% |
| 1Y | +27.8% | -47.9% | +75.7% | +75.4% |
| 3Y | +173.3% | -12.4% | +185.7% | +158.5% |
| All | +173.3% | -12.3% | +185.6% | +158.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling