+102.5%
CFG vs ACWI
+67.7%
+34.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +1.5% | +0.5% | +1.0% | +0.9% |
| 30D | -3.8% | +0.9% | -4.7% | -4.9% |
| 3M | +11.5% | +2.4% | +9.1% | +7.8% |
| 6M | +19.2% | +12.4% | +6.8% | +2.3% |
| YTD | +23.7% | +15.2% | +8.5% | +2.9% |
| 1Y | +38.8% | +22.7% | +16.1% | +6.4% |
| 3Y | +178.9% | +75.8% | +103.1% | +36.6% |
| All | +102.5% | +67.7% | +34.9% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling