+320.3%
CFG vs ACM
+98.5%
+221.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -1.0% | -1.7% |
| 7D | -2.2% | +5.1% | -7.2% | -5.2% |
| 30D | +0.4% | +11.5% | -11.1% | -6.5% |
| 3M | -12.6% | -10.5% | -2.1% | -7.8% |
| 6M | +0.6% | -20.4% | +21.0% | +13.1% |
| YTD | +12.4% | -28.9% | +41.3% | +34.4% |
| 1Y | +27.7% | -48.7% | +76.4% | +89.1% |
| 3Y | +172.4% | -12.5% | +184.9% | +173.3% |
| 5Y | +64.0% | +0.5% | +63.4% | +47.7% |
| 10Y | +252.8% | +161.2% | +91.7% | +76.2% |
| All | +320.3% | +98.5% | +221.8% | +121.2% |
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