+39.9%
CL vs ACWI
+54.8%
-14.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | +1.3% | -2.4% | +3.7% | +1.8% |
| 30D | +11.4% | -5.2% | +16.5% | +12.5% |
| 3M | +4.4% | -4.8% | +9.2% | +5.4% |
| 6M | +10.8% | -1.3% | +12.1% | +10.7% |
| YTD | +25.1% | +8.4% | +16.7% | +22.2% |
| 1Y | +28.0% | +11.0% | +16.9% | +24.2% |
| 3Y | +37.6% | +70.6% | -32.9% | +16.1% |
| All | +39.9% | +54.8% | -14.9% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling