+70.2%
CMG vs ACI
+33.9%
+36.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.1% |
| 7D | -0.6% | -0.5% | -0.2% | -0.6% |
| 30D | +15.9% | +4.9% | +11.0% | +15.2% |
| 3M | +7.8% | +11.1% | -3.4% | +6.5% |
| 6M | +7.7% | -14.9% | +22.6% | +8.9% |
| YTD | -4.9% | -19.6% | +14.7% | -3.4% |
| 1Y | +12.3% | -22.7% | +35.0% | +14.6% |
| 3Y | -17.1% | -31.2% | +14.2% | -14.7% |
| 5Y | -5.6% | -42.3% | +36.7% | -3.0% |
| All | +70.2% | +33.9% | +36.4% | +58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling