+1,628.1%
CLS vs ACWI
+219.0%
+1,409.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.6% |
| 7D | -22.2% | -2.4% | -19.8% | -18.9% |
| 30D | -44.4% | -5.2% | -39.2% | -38.9% |
| 3M | -34.3% | -4.8% | -29.5% | -27.8% |
| 6M | -50.1% | -1.3% | -48.7% | -47.2% |
| YTD | -30.1% | +8.4% | -38.5% | -35.1% |
| 1Y | -39.3% | +11.0% | -50.4% | -45.0% |
| 3Y | +732.7% | +70.6% | +662.2% | +350.4% |
| 5Y | +1,777.2% | +55.3% | +1,721.9% | +1,062.6% |
| All | +1,628.1% | +219.0% | +1,409.1% | +371.0% |
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