-5.1%
CMS vs ACI
-18.6%
+13.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.9% |
| 7D | -1.3% | -2.2% | +0.9% | -1.2% |
| 30D | +6.3% | +10.3% | -4.0% | +6.2% |
| 3M | -2.1% | +7.2% | -9.2% | -2.1% |
| 6M | -5.1% | -18.0% | +12.9% | -4.4% |
| All | -5.1% | -18.6% | +13.5% | -4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling