+71.0%
CME vs ACWI
+54.8%
+16.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | -2.4% | +3.3% | +1.4% |
| 30D | +13.2% | -5.2% | +18.4% | +14.3% |
| 3M | +16.3% | -4.8% | +21.1% | +17.3% |
| 6M | +7.1% | -1.3% | +8.5% | +7.0% |
| YTD | +15.8% | +8.4% | +7.4% | +12.6% |
| 1Y | +17.1% | +11.0% | +6.0% | +13.0% |
| 3Y | +63.2% | +70.6% | -7.4% | +29.8% |
| All | +71.0% | +54.8% | +16.2% | +48.0% |
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