-5.6%
CMG vs ACI
-41.9%
+36.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.2% |
| 7D | -0.6% | -0.5% | -0.2% | -0.6% |
| 30D | +15.9% | +4.9% | +11.0% | +15.1% |
| 3M | +7.8% | +11.1% | -3.4% | +6.2% |
| 6M | +7.7% | -14.9% | +22.6% | +9.3% |
| YTD | -4.9% | -19.6% | +14.7% | -2.9% |
| 1Y | +12.3% | -22.7% | +35.0% | +15.4% |
| 3Y | -17.1% | -31.2% | +14.2% | -13.9% |
| 5Y | -5.6% | -42.3% | +36.7% | -4.6% |
| All | -5.6% | -41.9% | +36.3% | -4.6% |
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 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