+11.8%
CG vs ACM
+5.0%
+6.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.4% |
| 7D | -4.3% | -3.7% | -0.6% | -1.8% |
| 30D | -5.1% | -11.1% | +6.0% | +1.7% |
| 3M | +8.7% | -8.0% | +16.7% | +13.2% |
| 6M | -9.2% | -29.7% | +20.4% | +14.2% |
| YTD | -18.9% | -29.4% | +10.5% | +0.4% |
| 1Y | -25.6% | -46.4% | +20.8% | +13.5% |
| 3Y | +57.3% | -22.3% | +79.6% | +73.5% |
| All | +11.8% | +5.0% | +6.8% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling