+250.9%
CP vs ACM
+155.0%
+95.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.8% | +5.4% | -2.6% | +0.7% |
| 30D | +10.2% | +15.1% | -4.9% | +4.4% |
| 3M | +2.4% | -10.5% | +12.8% | +5.9% |
| 6M | +7.7% | -19.7% | +27.4% | +15.5% |
| YTD | +26.0% | -28.8% | +54.8% | +40.4% |
| 1Y | +34.6% | -47.9% | +82.5% | +70.3% |
| 3Y | +26.7% | -12.4% | +39.0% | +26.5% |
| 5Y | +24.9% | +0.6% | +24.3% | +16.3% |
| All | +250.9% | +155.0% | +95.9% | +139.4% |
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 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