-18.2%
C vs ACWI
+330.1%
-348.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.8% | -1.2% | +1.1% |
| 7D | -5.3% | -4.0% | -1.3% | +1.2% |
| 30D | -7.3% | -5.8% | -1.5% | +2.1% |
| 3M | -13.5% | -5.0% | -8.4% | -6.1% |
| 6M | -6.5% | +0.7% | -7.2% | -8.1% |
| YTD | +3.6% | +8.4% | -4.8% | -9.6% |
| 1Y | +18.9% | +10.1% | +8.8% | +1.1% |
| 3Y | +205.0% | +70.8% | +134.2% | +26.2% |
| 5Y | +109.4% | +55.4% | +54.0% | -0.9% |
| 10Y | +232.9% | +223.3% | +9.6% | -54.2% |
| All | -18.2% | +330.1% | -348.3% | -91.4% |
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