+341.4%
CG vs ACM
+128.0%
+213.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.7% |
| 7D | -1.3% | -0.3% | -1.0% | -1.1% |
| 30D | -3.2% | -12.9% | +9.8% | +3.9% |
| 3M | +6.2% | -6.4% | +12.6% | +8.9% |
| 6M | -4.7% | -29.2% | +24.6% | +14.1% |
| YTD | -20.6% | -29.9% | +9.3% | -5.1% |
| 1Y | -26.4% | -47.3% | +20.9% | +3.4% |
| 3Y | +55.4% | -19.6% | +75.0% | +70.7% |
| 5Y | +9.8% | +5.5% | +4.3% | +4.8% |
| 10Y | +341.4% | +129.7% | +211.7% | +192.7% |
| All | +341.4% | +128.0% | +213.4% | +192.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling