+50.4%
CMS vs ACI
+34.0%
+16.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | +0.1% |
| 7D | +0.5% | -0.6% | +1.1% | +0.5% |
| 30D | +7.4% | +9.5% | -2.1% | +6.5% |
| 3M | +1.9% | +10.1% | -8.2% | +0.9% |
| 6M | -2.3% | -15.4% | +13.1% | -1.3% |
| YTD | +3.0% | -19.5% | +22.5% | +4.5% |
| 1Y | -2.8% | -21.0% | +18.2% | -1.2% |
| 3Y | +37.9% | -31.2% | +69.1% | +41.7% |
| 5Y | +34.0% | -40.6% | +74.5% | +37.5% |
| All | +50.4% | +34.0% | +16.5% | +48.3% |
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