-10.7%
CMG vs ACM
-45.8%
+35.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -2.8% | -3.7% | +0.9% | -2.5% |
| 30D | +7.1% | -11.1% | +18.2% | +7.9% |
| 3M | +31.2% | -8.0% | +39.1% | +31.5% |
| 6M | +0.7% | -29.7% | +30.3% | +6.0% |
| YTD | -0.1% | -29.4% | +29.3% | +5.5% |
| 1Y | -10.7% | -46.4% | +35.7% | -3.6% |
| All | -10.7% | -45.8% | +35.0% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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