+49.9%
CMS vs ACI
+31.1%
+18.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -0.9% | -5.9% | +5.0% | -0.4% |
| 30D | +7.1% | +7.2% | -0.2% | +6.4% |
| 3M | -1.3% | +8.8% | -10.1% | -2.1% |
| 6M | -2.7% | -17.2% | +14.5% | -1.4% |
| YTD | +2.6% | -21.3% | +23.9% | +4.3% |
| 1Y | -2.0% | -23.7% | +21.7% | 0.0% |
| 3Y | +39.6% | -32.8% | +72.5% | +43.7% |
| 5Y | +35.3% | -41.4% | +76.7% | +39.2% |
| All | +49.9% | +31.1% | +18.8% | +48.1% |
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