+142.8%
CI vs ACWI
+224.5%
-81.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | +1.2% | +2.4% | -1.3% | -0.8% |
| 30D | +2.6% | -1.7% | +4.2% | +3.7% |
| 3M | +7.4% | -3.9% | +11.4% | +10.5% |
| 6M | -0.1% | +0.8% | -0.9% | -1.7% |
| YTD | +9.7% | +11.0% | -1.3% | -0.7% |
| 1Y | +12.1% | +13.1% | -1.0% | -0.2% |
| 3Y | +7.0% | +73.9% | -66.9% | -36.8% |
| 5Y | +49.7% | +59.0% | -9.3% | -4.3% |
| All | +142.8% | +224.5% | -81.7% | -29.3% |
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 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