+25.9%
CMS vs ACM
+5.0%
+20.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.4% | -3.7% | +4.1% | +0.9% |
| 30D | -3.6% | -11.1% | +7.5% | -2.2% |
| 3M | -1.9% | -8.0% | +6.1% | -1.1% |
| 6M | -11.0% | -29.7% | +18.7% | -6.6% |
| YTD | +0.2% | -29.4% | +29.6% | +4.6% |
| 1Y | -1.3% | -46.4% | +45.1% | +8.0% |
| 3Y | +35.9% | -22.3% | +58.3% | +35.7% |
| All | +25.9% | +5.0% | +20.9% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling