+216.7%
ACWI vs CAPR
-68.5%
+285.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.1% |
| 7D | -2.4% | +41.1% | -43.4% | -2.8% |
| 30D | -5.2% | +11.1% | -16.3% | -5.4% |
| 3M | -4.8% | +115.3% | -120.1% | -6.0% |
| 6M | -1.3% | -73.8% | +72.5% | -0.7% |
| YTD | +8.4% | -68.8% | +77.2% | +8.8% |
| 1Y | +11.0% | +43.3% | -32.3% | +6.4% |
| 3Y | +70.6% | +214.7% | -144.1% | +57.3% |
| 5Y | +55.3% | +141.3% | -86.0% | +42.3% |
| All | +216.7% | -68.5% | +285.2% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling