+732.7%
CLS vs ACWI
+70.3%
+662.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.6% |
| 7D | -22.2% | -2.4% | -19.8% | -17.0% |
| 30D | -44.4% | -5.2% | -39.2% | -35.2% |
| 3M | -34.3% | -4.8% | -29.5% | -23.7% |
| 6M | -50.1% | -1.3% | -48.7% | -46.0% |
| YTD | -30.1% | +8.4% | -38.5% | -39.6% |
| 1Y | -39.3% | +11.0% | -50.4% | -49.8% |
| 3Y | +732.7% | +70.6% | +662.2% | +169.9% |
| All | +732.7% | +70.3% | +662.4% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling