+406.1%
CAH vs ACWI
+225.4%
+180.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | +3.9% | +2.7% | +1.2% | +2.0% |
| 30D | +16.0% | -2.6% | +18.6% | +17.8% |
| 3M | +19.1% | -3.2% | +22.2% | +21.3% |
| 6M | +53.0% | +1.9% | +51.2% | +49.9% |
| YTD | +36.6% | +11.3% | +25.3% | +25.0% |
| 1Y | +37.4% | +11.7% | +25.8% | +25.4% |
| 3Y | +178.8% | +74.4% | +104.4% | +77.3% |
| 5Y | +498.6% | +59.5% | +439.1% | +306.6% |
| All | +406.1% | +225.4% | +180.8% | +87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling