+35.4%
CMS vs ACI
-41.8%
+77.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | -0.1% |
| 7D | -1.1% | -5.3% | +4.2% | -0.4% |
| 30D | +6.6% | +5.0% | +1.5% | +5.9% |
| 3M | +0.8% | +7.5% | -6.7% | -0.2% |
| 6M | -3.3% | -16.0% | +12.7% | -1.7% |
| YTD | +2.7% | -20.6% | +23.4% | +5.1% |
| 1Y | -4.0% | -23.5% | +19.5% | -1.2% |
| 3Y | +37.6% | -32.1% | +69.7% | +43.5% |
| 5Y | +35.4% | -42.5% | +78.0% | +41.4% |
| All | +35.4% | -41.8% | +77.3% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling