+795.8%
CP vs ACM
+233.2%
+562.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.2% |
| 7D | +6.1% | +5.1% | +1.0% | +4.0% |
| 30D | +9.8% | +11.5% | -1.7% | +5.0% |
| 3M | +2.7% | -10.5% | +13.2% | +6.5% |
| 6M | +12.8% | -20.4% | +33.1% | +21.5% |
| YTD | +28.2% | -28.9% | +57.0% | +43.2% |
| 1Y | +34.1% | -48.7% | +82.8% | +71.1% |
| 3Y | +28.9% | -12.5% | +41.4% | +29.5% |
| 5Y | +27.1% | +0.5% | +26.5% | +19.1% |
| 10Y | +264.8% | +161.2% | +103.6% | +113.0% |
| All | +795.8% | +233.2% | +562.6% | +304.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling