+140.2%
CMS vs ACM
+132.6%
+7.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +1.7% | +5.6% | -3.9% | +0.8% |
| 30D | +6.2% | +20.8% | -14.6% | +3.0% |
| 3M | +0.6% | +11.4% | -10.8% | -1.3% |
| 6M | -1.8% | +0.9% | -2.7% | -2.4% |
| YTD | +3.8% | -24.8% | +28.7% | +7.8% |
| 1Y | -1.8% | -46.4% | +44.7% | +8.2% |
| 3Y | +39.8% | -9.2% | +49.1% | +38.1% |
| 5Y | +37.1% | +5.0% | +32.1% | +30.7% |
| All | +140.2% | +132.6% | +7.6% | +97.8% |
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