+61.6%
CAG vs ACWI
+341.2%
-279.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.7% |
| 7D | +4.6% | +0.3% | +4.3% | +4.4% |
| 30D | +14.7% | -2.8% | +17.5% | +15.7% |
| 3M | +2.4% | -3.2% | +5.5% | +3.4% |
| 6M | +10.7% | +1.3% | +9.4% | +9.6% |
| YTD | -5.5% | +11.2% | -16.7% | -10.1% |
| 1Y | -4.6% | +13.8% | -18.3% | -10.0% |
| 3Y | -34.4% | +76.2% | -110.6% | -48.8% |
| 5Y | -39.2% | +59.5% | -98.6% | -51.0% |
| 10Y | -39.0% | +222.2% | -261.2% | -64.2% |
| All | +61.6% | +341.2% | -279.6% | -21.0% |
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 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