+6.8%
CI vs ACM
-21.7%
+28.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +1.3% | -3.7% | +5.0% | +1.7% |
| 30D | +4.4% | -11.1% | +15.6% | +5.6% |
| 3M | +0.7% | -8.0% | +8.6% | +1.4% |
| 6M | +0.3% | -29.7% | +30.0% | +3.8% |
| YTD | +3.8% | -29.4% | +33.2% | +7.3% |
| 1Y | -5.5% | -46.4% | +40.9% | +0.1% |
| All | +6.8% | -21.7% | +28.5% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling