+10.1%
CME vs ACM
-47.1%
+57.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | +5.5% | -12.9% | +18.4% | +5.4% |
| 3M | +11.0% | -6.4% | +17.3% | +11.0% |
| 6M | -9.7% | -29.2% | +19.5% | -7.9% |
| YTD | +4.9% | -29.9% | +34.8% | +6.8% |
| 1Y | +10.1% | -47.3% | +57.3% | +15.8% |
| All | +10.1% | -47.1% | +57.2% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling