+38.4%
CP vs ACM
-9.1%
+47.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | +2.1% | +5.6% | -3.5% | +0.7% |
| 30D | +9.3% | +20.8% | -11.5% | +4.1% |
| 3M | +0.5% | +11.4% | -10.9% | -2.5% |
| 6M | +10.4% | +0.9% | +9.5% | +9.3% |
| YTD | +28.7% | -24.8% | +53.5% | +38.0% |
| 1Y | +33.2% | -46.4% | +79.6% | +63.5% |
| 3Y | +38.4% | -9.2% | +47.7% | +33.8% |
| All | +38.4% | -9.1% | +47.6% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling