+222.2%
ACWI vs CPB
-39.9%
+262.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.7% |
| 7D | +0.3% | +3.3% | -2.9% | 0.0% |
| 30D | -2.8% | +19.0% | -21.8% | -4.4% |
| 3M | -3.2% | +0.4% | -3.6% | -3.3% |
| 6M | +1.3% | +13.0% | -11.7% | -0.2% |
| YTD | +11.2% | -12.7% | +24.0% | +12.3% |
| 1Y | +13.8% | -20.9% | +34.6% | +16.1% |
| 3Y | +76.2% | -35.4% | +111.6% | +82.4% |
| 5Y | +59.5% | -32.3% | +91.7% | +62.9% |
| 10Y | +222.2% | -40.5% | +262.7% | +229.0% |
| All | +222.2% | -39.9% | +262.2% | +229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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