+12.4%
CMG vs ACI
-23.3%
+35.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +2.5% | +2.3% | +0.2% | +2.3% |
| 30D | +15.6% | +1.2% | +14.4% | +15.4% |
| 3M | +8.2% | +6.8% | +1.4% | +7.4% |
| 6M | +9.9% | -18.7% | +28.6% | +12.6% |
| YTD | -4.6% | -20.2% | +15.6% | -2.9% |
| 1Y | +12.4% | -23.7% | +36.2% | +20.4% |
| All | +12.4% | -23.3% | +35.8% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling