+328.9%
CME vs ACWI
+219.0%
+109.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | -2.4% | +3.3% | +2.3% |
| 30D | +13.2% | -5.2% | +18.4% | +16.6% |
| 3M | +16.3% | -4.8% | +21.1% | +19.3% |
| 6M | +7.1% | -1.3% | +8.5% | +7.0% |
| YTD | +15.8% | +8.4% | +7.4% | +8.4% |
| 1Y | +17.1% | +11.0% | +6.0% | +7.7% |
| 3Y | +63.2% | +70.6% | -7.4% | +6.7% |
| 5Y | +70.2% | +55.3% | +14.9% | +19.3% |
| All | +328.9% | +219.0% | +109.8% | +47.8% |
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 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