+773.3%
CP vs ACM
+230.8%
+542.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -2.7% | -3.7% | +1.1% | -1.1% |
| 30D | +0.2% | -11.1% | +11.3% | +4.3% |
| 3M | +2.6% | -8.0% | +10.6% | +5.0% |
| 6M | +6.0% | -29.7% | +35.6% | +20.2% |
| YTD | +24.9% | -29.4% | +54.3% | +40.3% |
| 1Y | +20.1% | -46.4% | +66.5% | +50.4% |
| 3Y | +16.4% | -22.3% | +38.7% | +23.1% |
| 5Y | +31.7% | +4.5% | +27.3% | +21.3% |
| 10Y | +223.9% | +127.6% | +96.2% | +100.6% |
| All | +773.3% | +230.8% | +542.5% | +296.1% |
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