-5.0%
CMG vs ACI
-44.6%
+39.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.4% |
| 7D | -3.8% | -7.1% | +3.2% | -3.1% |
| 30D | +12.9% | -4.5% | +17.4% | +13.4% |
| 3M | +18.8% | -22.3% | +41.0% | +21.8% |
| 6M | +4.1% | -28.4% | +32.5% | +7.8% |
| YTD | -2.4% | -29.5% | +27.2% | +1.2% |
| 1Y | -6.7% | -34.2% | +27.6% | -2.5% |
| 3Y | -7.1% | -45.7% | +38.5% | -1.1% |
| 5Y | -5.0% | -40.8% | +35.8% | -2.1% |
| All | -5.0% | -44.6% | +39.6% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling