+362.4%
CFG vs ACM
+97.1%
+265.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +1.5% | -3.7% | +5.3% | +4.1% |
| 30D | -3.8% | -11.1% | +7.3% | +2.3% |
| 3M | +11.5% | -8.0% | +19.5% | +15.2% |
| 6M | +19.2% | -29.7% | +48.8% | +45.6% |
| YTD | +23.7% | -29.4% | +53.1% | +49.0% |
| 1Y | +38.8% | -46.4% | +85.3% | +99.4% |
| 3Y | +178.9% | -22.3% | +201.2% | +205.9% |
| 5Y | +101.8% | +4.5% | +97.3% | +76.7% |
| 10Y | +317.3% | +127.6% | +189.6% | +122.2% |
| All | +362.4% | +97.1% | +265.3% | +145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling