-16.5%
CMG vs ACM
-8.9%
-7.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +8.0% | +6.6% | +1.4% | +6.3% |
| 30D | +13.7% | +19.8% | -6.1% | +8.8% |
| 3M | +11.8% | -3.1% | +14.9% | +12.1% |
| 6M | +10.6% | -11.5% | +22.1% | +13.2% |
| YTD | -2.9% | -24.7% | +21.8% | +4.6% |
| 1Y | +17.8% | -45.1% | +62.9% | +41.9% |
| All | -16.5% | -8.9% | -7.5% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling