+120.6%
CME vs ACI
+25.9%
+94.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | +0.2% | -1.7% | -1.6% |
| 30D | +6.2% | +5.9% | +0.3% | +5.8% |
| 3M | +10.4% | -19.8% | +30.2% | +11.9% |
| 6M | -9.5% | -24.7% | +15.2% | -7.9% |
| YTD | +6.0% | -24.4% | +30.4% | +7.9% |
| 1Y | +9.3% | -31.5% | +40.8% | +11.9% |
| 3Y | +57.7% | -38.7% | +96.3% | +62.3% |
| 5Y | +77.7% | -42.8% | +120.5% | +82.0% |
| All | +120.6% | +25.9% | +94.7% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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