+27.5%
ACWI vs CAI
-14.7%
+42.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.6% | 0.0% |
| 7D | +2.4% | -8.7% | +11.1% | +3.0% |
| 30D | -1.7% | -23.8% | +22.2% | 0.0% |
| 3M | -3.9% | +3.9% | -7.8% | -4.1% |
| 6M | +0.8% | +56.8% | -56.0% | -2.0% |
| YTD | +11.0% | -14.6% | +25.6% | +10.4% |
| 1Y | +13.1% | -5.2% | +18.3% | +12.0% |
| All | +27.5% | -14.7% | +42.2% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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