+330.1%
ACWI vs COO
+650.0%
-319.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.4% |
| 7D | -4.0% | +5.3% | -9.3% | -5.7% |
| 30D | -5.8% | +12.5% | -18.4% | -9.6% |
| 3M | -5.0% | -15.1% | +10.1% | -0.6% |
| 6M | +0.7% | +3.7% | -3.0% | -2.2% |
| YTD | +8.4% | -22.5% | +30.9% | +16.1% |
| 1Y | +10.1% | -7.8% | +17.9% | +10.8% |
| 3Y | +70.8% | -24.1% | +94.9% | +77.8% |
| 5Y | +55.4% | -40.1% | +95.5% | +73.2% |
| 10Y | +223.3% | +44.7% | +178.6% | +159.2% |
| All | +330.1% | +650.0% | -319.9% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling