-41.3%
CAG vs ACWI
+67.7%
-109.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.3% |
| 7D | -5.3% | +1.1% | -6.3% | -5.5% |
| 30D | +1.0% | -0.2% | +1.2% | +1.0% |
| 3M | +17.4% | +4.7% | +12.7% | +16.3% |
| 6M | -16.8% | +14.5% | -31.3% | -19.2% |
| YTD | -6.8% | +14.6% | -21.4% | -9.6% |
| 1Y | -15.4% | +21.4% | -36.8% | -19.1% |
| 3Y | -37.1% | +77.6% | -114.7% | -46.3% |
| 5Y | -41.3% | +68.1% | -109.3% | -51.0% |
| All | -41.3% | +67.7% | -109.0% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling