+141.0%
CME vs ACI
+29.9%
+111.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.2% |
| 7D | +0.9% | -2.2% | +3.1% | +1.1% |
| 30D | +13.2% | +10.3% | +2.9% | +12.3% |
| 3M | +16.3% | +7.2% | +9.1% | +15.6% |
| 6M | +7.1% | -18.0% | +25.1% | +8.3% |
| YTD | +15.8% | -22.0% | +37.8% | +17.6% |
| 1Y | +17.1% | -23.4% | +40.4% | +19.0% |
| 3Y | +63.2% | -35.8% | +99.0% | +67.3% |
| 5Y | +70.2% | -43.7% | +113.9% | +73.7% |
| All | +141.0% | +29.9% | +111.1% | +157.3% |
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