-3.2%
CMG vs ACM
+6.0%
-9.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | +12.7% | -12.9% | +25.6% | +17.7% |
| 3M | +26.3% | -6.4% | +32.6% | +27.7% |
| 6M | +4.5% | -29.2% | +33.7% | +17.5% |
| YTD | -0.1% | -29.9% | +29.8% | +12.2% |
| 1Y | -6.8% | -47.3% | +40.5% | +17.6% |
| 3Y | -5.0% | -19.6% | +14.6% | -3.8% |
| All | -3.2% | +6.0% | -9.2% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling