+132.3%
CMS vs ACM
+147.1%
-14.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | -0.3% |
| 7D | -0.9% | +6.9% | -7.8% | -2.0% |
| 30D | +7.1% | +19.1% | -12.0% | +4.2% |
| 3M | -1.3% | -6.9% | +5.7% | -0.5% |
| 6M | -2.7% | -12.0% | +9.4% | -1.3% |
| YTD | +2.6% | -25.1% | +27.8% | +6.4% |
| 1Y | -2.0% | -45.4% | +43.4% | +7.2% |
| 3Y | +39.6% | -6.9% | +46.5% | +37.3% |
| 5Y | +35.3% | +3.7% | +31.6% | +29.6% |
| 10Y | +132.3% | +135.8% | -3.4% | +95.1% |
| All | +132.3% | +147.1% | -14.8% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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