+70.7%
CMG vs ACI
+32.8%
+37.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +2.5% | +2.3% | +0.2% | +2.2% |
| 30D | +15.6% | +1.2% | +14.4% | +15.4% |
| 3M | +8.2% | +6.8% | +1.4% | +7.3% |
| 6M | +9.9% | -18.7% | +28.6% | +11.7% |
| YTD | -4.6% | -20.2% | +15.6% | -3.0% |
| 1Y | +12.4% | -23.7% | +36.2% | +14.9% |
| 3Y | -18.0% | -31.6% | +13.7% | -15.6% |
| 5Y | -5.3% | -42.8% | +37.5% | -2.6% |
| All | +70.7% | +32.8% | +37.9% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling