+47.9%
CMS vs ACI
+29.9%
+18.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.8% |
| 7D | -1.3% | -2.2% | +0.9% | -1.1% |
| 30D | +6.3% | +10.3% | -4.0% | +5.4% |
| 3M | -2.1% | +7.2% | -9.2% | -2.8% |
| 6M | -5.1% | -18.0% | +12.9% | -3.8% |
| YTD | +1.3% | -22.0% | +23.2% | +3.0% |
| 1Y | -1.4% | -23.4% | +22.0% | +0.5% |
| 3Y | +36.9% | -35.8% | +72.8% | +41.6% |
| 5Y | +32.5% | -43.7% | +76.2% | +36.5% |
| All | +47.9% | +29.9% | +18.0% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling