+282.1%
CME vs ACM
+128.0%
+154.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | +5.5% | -12.9% | +18.4% | +9.3% |
| 3M | +11.0% | -6.4% | +17.3% | +12.1% |
| 6M | -9.7% | -29.2% | +19.5% | -1.4% |
| YTD | +4.9% | -29.9% | +34.8% | +14.2% |
| 1Y | +10.1% | -47.3% | +57.3% | +30.4% |
| 3Y | +53.5% | -19.6% | +73.1% | +53.9% |
| 5Y | +77.2% | +5.5% | +71.6% | +56.8% |
| 10Y | +282.1% | +129.7% | +152.4% | +132.6% |
| All | +282.1% | +128.0% | +154.2% | +132.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling