+511.6%
CI vs ACM
+233.3%
+278.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.6% | +5.4% | -6.9% | -3.5% |
| 30D | +5.4% | +15.1% | -9.7% | -0.1% |
| 3M | +7.3% | -10.5% | +17.7% | +10.9% |
| 6M | +5.3% | -19.7% | +25.0% | +12.5% |
| YTD | +8.5% | -28.8% | +37.3% | +20.4% |
| 1Y | +17.1% | -47.9% | +65.0% | +46.2% |
| 3Y | +1.4% | -12.4% | +13.8% | +0.1% |
| 5Y | +50.5% | +0.6% | +49.9% | +37.7% |
| 10Y | +168.5% | +161.3% | +7.3% | +54.0% |
| All | +511.6% | +233.3% | +278.3% | +171.1% |
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