+362.4%
CFG vs ACWI
+241.9%
+120.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.0% |
| 3M | +11.5% | +2.4% | +9.1% | +7.4% |
| 6M | +19.2% | +12.4% | +6.8% | +0.7% |
| YTD | +23.7% | +15.2% | +8.5% | +1.1% |
| 1Y | +38.8% | +22.7% | +16.1% | +3.9% |
| 3Y | +178.9% | +75.8% | +103.1% | +28.0% |
| 5Y | +101.8% | +67.7% | +34.1% | -0.1% |
| 10Y | +317.3% | +229.0% | +88.3% | -7.7% |
| All | +362.4% | +241.9% | +120.5% | -3.5% |
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