+722.3%
CI vs ACWI
+330.1%
+392.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | +2.2% |
| 7D | +1.0% | -4.0% | +5.0% | +4.8% |
| 30D | +9.9% | -5.8% | +15.7% | +15.9% |
| 3M | +12.1% | -5.0% | +17.1% | +17.1% |
| 6M | +10.6% | +0.7% | +9.9% | +8.5% |
| YTD | +11.4% | +8.4% | +3.0% | +1.4% |
| 1Y | +18.8% | +10.1% | +8.7% | +6.4% |
| 3Y | +2.9% | +70.8% | -67.9% | -41.7% |
| 5Y | +54.5% | +55.4% | -0.9% | -6.2% |
| 10Y | +175.7% | +223.3% | -47.6% | -20.6% |
| All | +722.3% | +330.1% | +392.2% | +49.4% |
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