+63.9%
CME vs ACWI
+70.4%
-6.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | -0.9% |
| 7D | +3.7% | -4.0% | +7.7% | +3.0% |
| 30D | +13.7% | -5.8% | +19.5% | +12.8% |
| 3M | +16.6% | -5.0% | +21.6% | +15.7% |
| 6M | +8.2% | +0.7% | +7.5% | +8.2% |
| YTD | +16.3% | +8.4% | +7.9% | +17.0% |
| 1Y | +19.1% | +10.1% | +9.0% | +19.9% |
| All | +63.9% | +70.4% | -6.5% | +73.9% |
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