+150.9%
CI vs ACM
+130.8%
+20.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | -1.3% | +3.0% | -4.3% | -2.3% |
| 30D | +6.4% | +19.7% | -13.3% | +0.1% |
| 3M | +10.7% | +5.3% | +5.4% | +8.0% |
| 6M | +5.5% | -10.8% | +16.2% | +8.0% |
| YTD | +11.4% | -25.1% | +36.5% | +20.5% |
| 1Y | +15.0% | -45.8% | +60.8% | +39.6% |
| 3Y | +9.0% | -9.4% | +18.3% | +5.3% |
| 5Y | +52.0% | +4.8% | +47.2% | +35.4% |
| 10Y | +150.9% | +129.8% | +21.2% | +52.9% |
| All | +150.9% | +130.8% | +20.1% | +52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling