+811.7%
CLS vs ACWI
+74.5%
+737.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.6% | +5.2% | +1.0% |
| 7D | -10.6% | +0.3% | -10.9% | -11.0% |
| 30D | -38.4% | -2.8% | -35.6% | -32.7% |
| 3M | -29.9% | -3.2% | -26.7% | -22.1% |
| 6M | -40.6% | +1.3% | -41.9% | -39.9% |
| YTD | -24.6% | +11.2% | -35.8% | -39.0% |
| 1Y | -30.8% | +13.8% | -44.6% | -46.2% |
| 3Y | +811.7% | +76.2% | +735.5% | +168.3% |
| All | +811.7% | +74.5% | +737.2% | +168.3% |
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