+284.1%
CME vs ACWI
+228.2%
+55.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -1.6% | +0.5% | -2.1% | -1.9% |
| 30D | +6.2% | +0.9% | +5.4% | +5.6% |
| 3M | +10.4% | +2.4% | +8.0% | +8.4% |
| 6M | -9.5% | +12.4% | -21.9% | -16.6% |
| YTD | +6.0% | +15.2% | -9.1% | -4.0% |
| 1Y | +9.3% | +22.7% | -13.4% | -5.4% |
| 3Y | +57.7% | +75.8% | -18.1% | +2.2% |
| 5Y | +77.7% | +67.7% | +10.0% | +18.8% |
| All | +284.1% | +228.2% | +55.9% | +38.1% |
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