+485.3%
CI vs ACM
+230.8%
+254.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.3% | -3.7% | +5.0% | +2.8% |
| 30D | +4.4% | -11.1% | +15.6% | +8.5% |
| 3M | +0.7% | -8.0% | +8.6% | +2.9% |
| 6M | +0.3% | -29.7% | +30.0% | +12.9% |
| YTD | +3.8% | -29.4% | +33.2% | +15.8% |
| 1Y | -5.5% | -46.4% | +40.9% | +16.6% |
| 3Y | +8.1% | -22.3% | +30.5% | +12.0% |
| 5Y | +42.8% | +4.5% | +38.3% | +28.5% |
| 10Y | +143.9% | +127.6% | +16.2% | +47.9% |
| All | +485.3% | +230.8% | +254.5% | +160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling