+79.1%
CME vs ACM
+5.0%
+74.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.6% | -3.7% | +2.2% | -1.2% |
| 30D | +6.2% | -11.1% | +17.3% | +7.5% |
| 3M | +10.4% | -8.0% | +18.4% | +11.2% |
| 6M | -9.5% | -29.7% | +20.1% | -5.5% |
| YTD | +6.0% | -29.4% | +35.4% | +10.3% |
| 1Y | +9.3% | -46.4% | +55.7% | +18.6% |
| 3Y | +57.7% | -22.3% | +80.0% | +57.2% |
| All | +79.1% | +5.0% | +74.1% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling