+333.9%
CFG vs ACWI
+234.7%
+99.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +0.1% |
| 7D | +1.8% | -0.5% | +2.2% | +2.4% |
| 30D | +3.3% | -1.6% | +4.9% | +5.5% |
| 3M | -9.8% | -1.3% | -8.5% | -8.3% |
| 6M | +5.2% | +5.8% | -0.7% | -3.4% |
| YTD | +16.1% | +12.7% | +3.4% | -2.5% |
| 1Y | +33.7% | +15.0% | +18.7% | +9.2% |
| 3Y | +181.2% | +77.5% | +103.7% | +26.5% |
| 5Y | +69.1% | +61.9% | +7.3% | -12.2% |
| 10Y | +264.3% | +236.1% | +28.1% | -20.8% |
| All | +333.9% | +234.7% | +99.2% | -6.9% |
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