+47.7%
CI vs ACM
-2.7%
+50.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.6% | +5.4% | -6.9% | -2.6% |
| 30D | +5.4% | +15.1% | -9.7% | +2.5% |
| 3M | +7.3% | -10.5% | +17.7% | +9.3% |
| 6M | +5.3% | -19.7% | +25.0% | +9.4% |
| YTD | +8.5% | -28.8% | +37.3% | +15.4% |
| 1Y | +17.1% | -47.9% | +65.0% | +34.1% |
| 3Y | +1.4% | -12.4% | +13.8% | -3.0% |
| All | +47.7% | -2.7% | +50.4% | +30.3% |
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