+15.8%
CME vs ACM
-45.8%
+61.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.5% |
| 7D | +1.7% | +6.6% | -5.0% | +1.5% |
| 30D | +10.2% | +19.8% | -9.6% | +9.8% |
| 3M | +17.8% | -3.1% | +20.9% | +17.5% |
| 6M | +11.0% | -11.5% | +22.5% | +11.7% |
| YTD | +17.0% | -24.7% | +41.7% | +19.5% |
| 1Y | +15.8% | -45.1% | +60.8% | +23.9% |
| All | +15.8% | -45.8% | +61.6% | +23.9% |
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 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