+280.5%
CG vs ACM
+220.4%
+60.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | +5.4% | -6.6% | -3.7% |
| 30D | +5.0% | +15.1% | -10.1% | -2.1% |
| 3M | -18.2% | -10.5% | -7.7% | -14.1% |
| 6M | -20.7% | -19.7% | -1.0% | -12.9% |
| YTD | -31.4% | -28.8% | -2.6% | -20.3% |
| 1Y | -22.3% | -47.9% | +25.6% | +5.6% |
| 3Y | +50.2% | -12.4% | +62.5% | +57.3% |
| 5Y | -22.1% | +0.6% | -22.6% | -22.7% |
| 10Y | +295.5% | +161.3% | +134.3% | +149.4% |
| All | +280.5% | +220.4% | +60.1% | +129.9% |
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