+481.0%
CF vs ACWI
+220.7%
+260.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +3.0% |
| 7D | +4.8% | -0.2% | +4.9% | +4.4% |
| 30D | +9.7% | -3.3% | +13.0% | +12.1% |
| 3M | +1.2% | -3.4% | +4.6% | +3.3% |
| 6M | +7.4% | +0.8% | +6.6% | +4.6% |
| YTD | +60.5% | +10.7% | +49.8% | +40.3% |
| 1Y | +50.7% | +11.6% | +39.1% | +30.5% |
| 3Y | +64.8% | +73.4% | -8.6% | -12.1% |
| 5Y | +115.8% | +60.2% | +55.6% | +23.3% |
| 10Y | +481.0% | +221.6% | +259.5% | +37.2% |
| All | +481.0% | +220.7% | +260.3% | +37.2% |
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