+524.3%
CME vs ACM
+250.7%
+273.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -2.3% |
| 7D | -0.6% | +6.9% | -7.5% | -3.0% |
| 30D | +8.5% | +19.1% | -10.5% | +1.7% |
| 3M | +16.0% | -6.9% | +23.0% | +18.0% |
| 6M | +9.3% | -12.0% | +21.4% | +12.3% |
| YTD | +15.3% | -25.1% | +40.4% | +24.5% |
| 1Y | +14.4% | -45.4% | +59.8% | +38.8% |
| 3Y | +59.9% | -6.9% | +66.8% | +52.9% |
| 5Y | +69.4% | +3.7% | +65.7% | +51.4% |
| 10Y | +299.5% | +135.8% | +163.7% | +134.5% |
| All | +524.3% | +250.7% | +273.6% | +161.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling