+250.7%
CP vs ACM
+133.7%
+117.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +2.8% | +6.6% | -3.8% | +0.2% |
| 30D | +11.0% | +19.8% | -8.7% | +3.4% |
| 3M | +3.8% | -3.1% | +7.0% | +4.3% |
| 6M | +9.5% | -11.5% | +21.0% | +13.0% |
| YTD | +28.2% | -24.7% | +52.9% | +40.0% |
| 1Y | +33.0% | -45.1% | +78.0% | +65.3% |
| 3Y | +35.5% | -8.9% | +44.4% | +33.3% |
| 5Y | +25.8% | +5.4% | +20.4% | +14.7% |
| 10Y | +250.7% | +131.1% | +119.6% | +129.9% |
| All | +250.7% | +133.7% | +117.0% | +129.9% |
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