+299.5%
CME vs ACM
+147.1%
+152.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -1.9% |
| 7D | -0.6% | +6.9% | -7.5% | -2.4% |
| 30D | +8.5% | +19.1% | -10.5% | +3.3% |
| 3M | +16.0% | -6.9% | +23.0% | +17.7% |
| 6M | +9.3% | -12.0% | +21.4% | +11.9% |
| YTD | +15.3% | -25.1% | +40.4% | +22.9% |
| 1Y | +14.4% | -45.4% | +59.8% | +34.4% |
| 3Y | +59.9% | -6.9% | +66.8% | +52.8% |
| 5Y | +69.4% | +3.7% | +65.7% | +52.0% |
| 10Y | +299.5% | +135.8% | +163.7% | +149.9% |
| All | +299.5% | +147.1% | +152.4% | +149.9% |
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