+226.7%
ACWI vs CPB
-47.3%
+274.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.3% |
| 7D | +0.5% | -8.6% | +9.1% | +1.3% |
| 30D | +0.9% | -7.2% | +8.1% | +1.5% |
| 3M | +2.4% | +0.9% | +1.5% | +2.0% |
| 6M | +12.4% | -11.8% | +24.2% | +13.5% |
| YTD | +15.2% | -19.4% | +34.6% | +17.3% |
| 1Y | +22.7% | -30.4% | +53.1% | +27.0% |
| 3Y | +75.8% | -40.2% | +115.9% | +83.4% |
| 5Y | +67.7% | -39.5% | +107.2% | +73.6% |
| All | +226.7% | -47.3% | +274.1% | +250.5% |
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