+225.2%
ACWI vs CAPR
-65.7%
+291.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.7% | -0.2% |
| 7D | +2.4% | +5.9% | -3.4% | +2.3% |
| 30D | -1.7% | +44.6% | -46.3% | -2.2% |
| 3M | -3.9% | +126.4% | -130.3% | -5.2% |
| 6M | +0.8% | -68.6% | +69.4% | +1.2% |
| YTD | +11.0% | -67.0% | +78.0% | +11.3% |
| 1Y | +13.1% | +65.2% | -52.1% | +8.0% |
| 3Y | +73.9% | +235.6% | -161.7% | +60.1% |
| 5Y | +59.0% | +175.4% | -116.4% | +45.4% |
| All | +225.2% | -65.7% | +291.0% | +184.5% |
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