+63.2%
CME vs ACM
-12.3%
+75.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | +0.9% | +5.4% | -4.5% | +0.9% |
| 30D | +13.2% | +15.1% | -1.9% | +13.1% |
| 3M | +16.3% | -10.5% | +26.7% | +16.2% |
| 6M | +7.1% | -19.7% | +26.8% | +7.5% |
| YTD | +15.8% | -28.8% | +44.7% | +16.7% |
| 1Y | +17.1% | -47.9% | +64.9% | +18.6% |
| 3Y | +63.2% | -12.4% | +75.5% | +71.6% |
| All | +63.2% | -12.3% | +75.5% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling