+59.1%
ACWI vs COO
-40.4%
+99.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +2.4% | +0.5% | +2.0% | +2.3% |
| 30D | -1.7% | +14.2% | -15.8% | -5.2% |
| 3M | -3.9% | -18.2% | +14.3% | +1.0% |
| 6M | +0.8% | +5.3% | -4.6% | -2.2% |
| YTD | +11.0% | -23.6% | +34.6% | +18.8% |
| 1Y | +13.1% | -12.7% | +25.8% | +15.8% |
| 3Y | +73.9% | -24.2% | +98.1% | +78.4% |
| All | +59.1% | -40.4% | +99.5% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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