+32.2%
CP vs ACM
-45.3%
+77.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.7% | +3.0% | -3.7% | -1.0% |
| 30D | +9.6% | +19.7% | -10.0% | +7.5% |
| 3M | +2.2% | +5.3% | -3.1% | +1.4% |
| 6M | +11.1% | -10.8% | +21.9% | +11.5% |
| YTD | +28.2% | -25.1% | +53.3% | +31.3% |
| 1Y | +32.2% | -45.8% | +77.9% | +40.0% |
| All | +32.2% | -45.3% | +77.4% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling