+27.0%
CMG vs ACHR
-45.8%
+72.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.7% | +3.1% | -2.0% |
| 7D | -6.5% | -2.7% | -3.8% | -6.2% |
| 30D | +12.1% | -12.1% | +24.2% | +13.2% |
| 3M | +20.6% | +3.4% | +17.2% | +19.0% |
| 6M | +2.1% | -15.6% | +17.7% | +2.3% |
| YTD | -2.6% | -26.9% | +24.2% | -1.3% |
| 1Y | -8.7% | -34.8% | +26.1% | -7.2% |
| 3Y | -7.4% | -19.2% | +11.9% | -13.8% |
| 5Y | -5.7% | -43.8% | +38.1% | -20.3% |
| All | +27.0% | -45.8% | +72.8% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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