+11,278.1%
CMI vs ACGL
+4,429.2%
+6,848.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.4% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | -13.4% | -1.0% | -12.4% | -13.3% |
| 3M | -17.0% | +11.0% | -28.0% | -20.3% |
| 6M | -1.6% | -0.3% | -1.3% | -2.4% |
| YTD | +11.0% | +2.3% | +8.7% | +8.8% |
| 1Y | +41.9% | +6.4% | +35.5% | +37.0% |
| 3Y | +151.8% | +34.0% | +117.8% | +121.2% |
| 5Y | +163.6% | +161.6% | +1.9% | +83.0% |
| 10Y | +472.9% | +278.6% | +194.3% | +243.6% |
| All | +11,278.1% | +4,429.2% | +6,848.9% | +4,639.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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