+473.9%
CME vs ACM
+230.8%
+243.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.6% | -3.7% | +2.2% | -0.2% |
| 30D | +6.2% | -11.1% | +17.3% | +10.2% |
| 3M | +10.4% | -8.0% | +18.4% | +12.5% |
| 6M | -9.5% | -29.7% | +20.1% | +1.0% |
| YTD | +6.0% | -29.4% | +35.4% | +17.3% |
| 1Y | +9.3% | -46.4% | +55.7% | +33.5% |
| 3Y | +57.7% | -22.3% | +80.0% | +61.9% |
| 5Y | +77.7% | +4.5% | +73.2% | +57.9% |
| 10Y | +281.2% | +127.6% | +153.6% | +126.2% |
| All | +473.9% | +230.8% | +243.2% | +146.6% |
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 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