-5.4%
C vs ACWI
+356.8%
-362.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.6% | +0.5% | +3.1% | +2.8% |
| 30D | +0.1% | +0.9% | -0.8% | -1.3% |
| 3M | +2.4% | +2.4% | 0.0% | -1.7% |
| 6M | +24.9% | +12.4% | +12.6% | +2.8% |
| YTD | +19.8% | +15.2% | +4.6% | -5.1% |
| 1Y | +44.9% | +22.7% | +22.2% | +3.3% |
| 3Y | +263.0% | +75.8% | +187.2% | +43.6% |
| 5Y | +129.5% | +67.7% | +61.8% | -4.1% |
| 10Y | +291.6% | +229.0% | +62.6% | -47.3% |
| All | -5.4% | +356.8% | -362.2% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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