+55.4%
ACWI vs CAPR
+126.3%
-70.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.6% | -0.2% | -3.8% |
| 7D | -4.0% | +29.7% | -33.7% | -4.2% |
| 30D | -5.8% | +11.0% | -16.8% | -5.9% |
| 3M | -5.0% | +118.8% | -123.9% | -5.8% |
| 6M | +0.7% | -73.9% | +74.6% | +1.2% |
| YTD | +8.4% | -70.2% | +78.6% | +8.8% |
| 1Y | +10.1% | +38.3% | -28.2% | +7.0% |
| 3Y | +70.8% | +199.7% | -128.9% | +51.8% |
| 5Y | +55.4% | +130.6% | -75.2% | +30.1% |
| All | +55.4% | +126.3% | -70.9% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling