+49.1%
CMS vs ACI
+29.9%
+19.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.0% |
| 7D | -0.5% | -2.2% | +1.7% | -0.3% |
| 30D | +7.2% | +10.3% | -3.1% | +6.2% |
| 3M | -1.3% | +7.2% | -8.4% | -2.0% |
| 6M | -4.3% | -18.0% | +13.7% | -3.0% |
| YTD | +2.1% | -22.0% | +24.1% | +3.9% |
| 1Y | -0.6% | -23.4% | +22.8% | +1.3% |
| 3Y | +38.0% | -35.8% | +73.9% | +42.7% |
| 5Y | +33.6% | -43.7% | +77.3% | +37.6% |
| All | +49.1% | +29.9% | +19.2% | +47.4% |
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