+619.0%
CMS vs ACM
+233.2%
+385.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | 0.0% |
| 7D | +1.7% | +5.1% | -3.4% | +0.7% |
| 30D | +8.6% | +11.5% | -2.9% | +6.3% |
| 3M | -0.5% | -10.5% | +10.0% | +1.3% |
| 6M | -4.2% | -20.4% | +16.2% | -0.6% |
| YTD | +3.4% | -28.9% | +32.3% | +9.2% |
| 1Y | +0.4% | -48.7% | +49.1% | +13.1% |
| 3Y | +38.2% | -12.5% | +50.7% | +37.8% |
| 5Y | +35.4% | +0.5% | +34.9% | +29.9% |
| 10Y | +131.7% | +161.2% | -29.5% | +71.2% |
| All | +619.0% | +233.2% | +385.8% | +321.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling