+51.7%
CMS vs ACI
+32.8%
+18.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +1.7% |
| 7D | +1.7% | +2.3% | -0.5% | +1.5% |
| 30D | +6.2% | +1.2% | +4.9% | +6.0% |
| 3M | +0.6% | +6.8% | -6.2% | -0.1% |
| 6M | -1.8% | -18.7% | +17.0% | -0.3% |
| YTD | +3.8% | -20.2% | +24.1% | +5.5% |
| 1Y | -1.8% | -23.7% | +22.0% | +0.2% |
| 3Y | +39.8% | -31.6% | +71.5% | +43.7% |
| 5Y | +37.1% | -42.8% | +79.9% | +41.0% |
| All | +51.7% | +32.8% | +18.9% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling