+61.7%
CAG vs ACWI
+356.8%
-295.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.8% | +0.5% | -4.3% | -4.0% |
| 30D | +3.1% | +0.9% | +2.3% | +2.8% |
| 3M | +23.5% | +2.4% | +21.1% | +22.0% |
| 6M | -14.8% | +12.4% | -27.2% | -19.0% |
| YTD | -5.4% | +15.2% | -20.6% | -11.0% |
| 1Y | -11.8% | +22.7% | -34.5% | -19.2% |
| 3Y | -36.7% | +75.8% | -112.4% | -50.3% |
| 5Y | -40.3% | +67.7% | -108.0% | -52.8% |
| 10Y | -37.0% | +229.0% | -266.0% | -63.3% |
| All | +61.7% | +356.8% | -295.1% | -21.8% |
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