+257.6%
CP vs ACM
+147.1%
+110.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.2% | 0.0% |
| 7D | +2.8% | +6.9% | -4.1% | +0.1% |
| 30D | +11.3% | +19.1% | -7.7% | +3.9% |
| 3M | +2.9% | -6.9% | +9.8% | +4.9% |
| 6M | +9.8% | -12.0% | +21.8% | +13.6% |
| YTD | +28.5% | -25.1% | +53.7% | +40.7% |
| 1Y | +33.5% | -45.4% | +78.9% | +66.5% |
| 3Y | +31.9% | -6.9% | +38.8% | +28.4% |
| 5Y | +25.5% | +3.7% | +21.8% | +15.1% |
| 10Y | +257.6% | +135.8% | +121.8% | +134.9% |
| All | +257.6% | +147.1% | +110.5% | +134.9% |
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