+891.3%
CB vs ACWI
+330.1%
+561.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +2.4% |
| 7D | +2.6% | -4.0% | +6.6% | +6.0% |
| 30D | +11.2% | -5.8% | +17.0% | +16.5% |
| 3M | +5.7% | -5.0% | +10.8% | +9.9% |
| 6M | +15.9% | +0.7% | +15.2% | +13.7% |
| YTD | +20.2% | +8.4% | +11.7% | +10.0% |
| 1Y | +32.4% | +10.1% | +22.3% | +19.4% |
| 3Y | +75.5% | +70.8% | +4.7% | +5.7% |
| 5Y | +105.5% | +55.4% | +50.1% | +32.3% |
| 10Y | +258.5% | +223.3% | +35.2% | +18.9% |
| All | +891.3% | +330.1% | +561.2% | +143.4% |
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