+150.9%
CI vs ACWI
+227.3%
-76.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -1.5% |
| 7D | -1.3% | -0.7% | -0.6% | -0.9% |
| 30D | +6.4% | -2.0% | +8.4% | +7.8% |
| 3M | +10.7% | -2.2% | +12.8% | +12.2% |
| 6M | +5.5% | +1.9% | +3.6% | +2.9% |
| YTD | +11.4% | +12.0% | -0.6% | +0.1% |
| 1Y | +15.0% | +12.5% | +2.5% | +2.9% |
| 3Y | +9.0% | +75.4% | -66.4% | -36.1% |
| 5Y | +52.0% | +61.5% | -9.5% | -4.2% |
| 10Y | +150.9% | +227.1% | -76.2% | -25.6% |
| All | +150.9% | +227.3% | -76.4% | -25.6% |
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