+72.5%
CME vs ACWI
+59.2%
+13.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +1.7% | -0.2% | +1.8% | +1.7% |
| 30D | +10.2% | -3.3% | +13.5% | +10.9% |
| 3M | +17.8% | -3.4% | +21.2% | +18.5% |
| 6M | +11.0% | +0.8% | +10.2% | +10.4% |
| YTD | +17.0% | +10.7% | +6.3% | +13.3% |
| 1Y | +15.8% | +11.6% | +4.2% | +11.8% |
| 3Y | +61.8% | +73.4% | -11.6% | +28.5% |
| 5Y | +72.5% | +60.2% | +12.3% | +46.7% |
| All | +72.5% | +59.2% | +13.3% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling