+651.8%
CF vs ACWI
+347.2%
+304.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -6.1% |
| 7D | -6.9% | -0.5% | -6.4% | -6.6% |
| 30D | -3.7% | -1.6% | -2.1% | -2.4% |
| 3M | -5.0% | -1.3% | -3.6% | -4.3% |
| 6M | -10.5% | +5.8% | -16.3% | -17.5% |
| YTD | +46.5% | +12.7% | +33.8% | +23.2% |
| 1Y | +34.8% | +15.0% | +19.8% | +10.7% |
| 3Y | +46.7% | +77.5% | -30.9% | -28.2% |
| 5Y | +112.0% | +61.9% | +50.2% | +11.8% |
| 10Y | +529.7% | +236.1% | +293.6% | +43.9% |
| All | +651.8% | +347.2% | +304.6% | +40.5% |
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