+2,089.9%
CMG vs ACM
+252.1%
+1,837.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.1% |
| 7D | +2.5% | +5.6% | -3.2% | +0.6% |
| 30D | +15.6% | +20.8% | -5.2% | +8.7% |
| 3M | +8.2% | +11.4% | -3.2% | +4.3% |
| 6M | +9.9% | +0.9% | +8.9% | +8.2% |
| YTD | -4.6% | -24.8% | +20.2% | +2.8% |
| 1Y | +12.4% | -46.4% | +58.9% | +35.2% |
| 3Y | -18.0% | -9.2% | -8.7% | -18.2% |
| 5Y | -5.3% | +5.0% | -10.3% | -10.7% |
| 10Y | +344.2% | +130.6% | +213.7% | +202.2% |
| All | +2,089.9% | +252.1% | +1,837.8% | +976.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling