+121.7%
CMS vs ACM
+155.0%
-33.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.1% |
| 7D | -1.3% | +5.4% | -6.7% | -2.1% |
| 30D | +6.3% | +15.1% | -8.8% | +4.1% |
| 3M | -2.1% | -10.5% | +8.4% | -0.7% |
| 6M | -5.1% | -19.7% | +14.6% | -2.4% |
| YTD | +1.3% | -28.8% | +30.1% | +5.6% |
| 1Y | -1.4% | -47.9% | +46.5% | +8.2% |
| 3Y | +36.9% | -12.4% | +49.3% | +36.1% |
| 5Y | +32.5% | +0.6% | +32.0% | +27.9% |
| All | +121.7% | +155.0% | -33.3% | +98.6% |
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