+3,030.0%
CLS vs ACWI
+330.1%
+2,699.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -3.8% | -9.2% | -8.1% |
| 7D | -27.3% | -4.0% | -23.3% | -23.1% |
| 30D | -47.0% | -5.8% | -41.2% | -42.3% |
| 3M | -43.3% | -5.0% | -38.3% | -38.6% |
| 6M | -50.8% | +0.7% | -51.5% | -49.8% |
| YTD | -30.4% | +8.4% | -38.9% | -34.4% |
| 1Y | -41.7% | +10.1% | -51.8% | -45.5% |
| 3Y | +701.4% | +70.8% | +630.6% | +377.9% |
| 5Y | +1,767.8% | +55.4% | +1,712.4% | +1,166.5% |
| 10Y | +1,636.8% | +223.3% | +1,413.5% | +451.3% |
| All | +3,030.0% | +330.1% | +2,699.9% | +650.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling