+305.8%
CME vs ACM
+130.8%
+174.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +2.5% | +3.0% | -0.5% | +1.6% |
| 30D | +13.9% | +19.7% | -5.7% | +8.3% |
| 3M | +22.4% | +5.3% | +17.1% | +20.0% |
| 6M | +12.9% | -10.8% | +23.7% | +15.1% |
| YTD | +19.6% | -25.1% | +44.7% | +27.5% |
| 1Y | +17.7% | -45.8% | +63.5% | +38.4% |
| 3Y | +65.3% | -9.4% | +74.7% | +59.5% |
| 5Y | +75.1% | +4.8% | +70.4% | +56.6% |
| 10Y | +305.8% | +129.8% | +176.0% | +156.4% |
| All | +305.8% | +130.8% | +174.9% | +156.4% |
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