+140.4%
CI vs ACM
+128.0%
+12.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -1.8% | -12.9% | +11.1% | +2.4% |
| 3M | -4.2% | -6.4% | +2.1% | -2.8% |
| 6M | +2.7% | -29.2% | +31.9% | +14.1% |
| YTD | +1.9% | -29.9% | +31.9% | +13.0% |
| 1Y | -6.3% | -47.3% | +41.0% | +14.4% |
| 3Y | +3.9% | -19.6% | +23.5% | +5.0% |
| 5Y | +41.9% | +5.5% | +36.4% | +25.6% |
| 10Y | +140.4% | +129.7% | +10.7% | +44.0% |
| All | +140.4% | +128.0% | +12.4% | +44.0% |
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