+55.4%
ACWI vs COO
-39.4%
+94.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.5% |
| 7D | -4.0% | +5.3% | -9.3% | -5.3% |
| 30D | -5.8% | +12.5% | -18.4% | -8.8% |
| 3M | -5.0% | -15.1% | +10.1% | -1.2% |
| 6M | +0.7% | +3.7% | -3.0% | -1.7% |
| YTD | +8.4% | -22.5% | +30.9% | +15.5% |
| 1Y | +10.1% | -7.8% | +17.9% | +10.9% |
| 3Y | +70.8% | -24.1% | +94.9% | +75.6% |
| 5Y | +55.4% | -40.1% | +95.5% | +68.4% |
| All | +55.4% | -39.4% | +94.8% | +68.4% |
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