+563.4%
CF vs ACWI
+219.2%
+344.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.8% | +10.0% | +9.4% |
| 7D | +0.4% | -4.0% | +4.4% | +3.5% |
| 30D | +2.2% | -5.8% | +8.0% | +6.9% |
| 3M | +2.1% | -5.0% | +7.1% | +5.8% |
| 6M | -6.5% | +0.7% | -7.2% | -9.1% |
| YTD | +55.6% | +8.4% | +47.1% | +38.4% |
| 1Y | +42.3% | +10.1% | +32.2% | +24.6% |
| 3Y | +55.7% | +70.8% | -15.0% | -16.1% |
| 5Y | +122.4% | +55.4% | +67.1% | +31.0% |
| All | +563.4% | +219.2% | +344.2% | +59.1% |
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