-20.9%
CG vs ACM
-2.7%
-18.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | +5.4% | -6.6% | -4.6% |
| 30D | +5.0% | +15.1% | -10.1% | -4.4% |
| 3M | -18.2% | -10.5% | -7.7% | -12.7% |
| 6M | -20.7% | -19.7% | -1.0% | -9.5% |
| YTD | -31.4% | -28.8% | -2.6% | -15.3% |
| 1Y | -22.3% | -47.9% | +25.6% | +23.2% |
| 3Y | +50.2% | -12.4% | +62.5% | +48.2% |
| All | -20.9% | -2.7% | -18.2% | -30.2% |
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 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