+73.4%
CL vs ACWI
+219.0%
-145.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.1% |
| 7D | +1.3% | -2.4% | +3.7% | +2.3% |
| 30D | +11.4% | -5.2% | +16.5% | +13.7% |
| 3M | +4.4% | -4.8% | +9.2% | +6.4% |
| 6M | +10.8% | -1.3% | +12.1% | +10.8% |
| YTD | +25.1% | +8.4% | +16.7% | +19.8% |
| 1Y | +28.0% | +11.0% | +16.9% | +21.1% |
| 3Y | +37.6% | +70.6% | -32.9% | +3.8% |
| 5Y | +39.7% | +55.3% | -15.6% | +9.8% |
| All | +73.4% | +219.0% | -145.7% | -16.4% |
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 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