+49.3%
CI vs ACM
+3.9%
+45.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -1.7% | +5.1% | -6.8% | -2.7% |
| 30D | +4.9% | +18.7% | -13.8% | +1.3% |
| 3M | +7.4% | +15.5% | -8.1% | +4.1% |
| 6M | +0.4% | +1.2% | -0.8% | -0.4% |
| YTD | +9.5% | -25.2% | +34.7% | +15.3% |
| 1Y | +12.0% | -46.3% | +58.3% | +27.6% |
| 3Y | +7.1% | -9.6% | +16.6% | +2.1% |
| 5Y | +49.3% | +4.4% | +44.9% | +30.5% |
| All | +49.3% | +3.9% | +45.5% | +30.5% |
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