+550.1%
CME vs ACWI
+330.1%
+219.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +3.1% |
| 7D | +3.7% | -4.0% | +7.7% | +7.3% |
| 30D | +13.7% | -5.8% | +19.5% | +19.6% |
| 3M | +16.6% | -5.0% | +21.6% | +21.5% |
| 6M | +8.2% | +0.7% | +7.5% | +5.9% |
| YTD | +16.3% | +8.4% | +7.9% | +5.4% |
| 1Y | +19.1% | +10.1% | +9.0% | +6.2% |
| 3Y | +67.4% | +70.8% | -3.4% | -6.4% |
| 5Y | +71.0% | +55.4% | +15.6% | +2.4% |
| 10Y | +338.9% | +223.3% | +115.6% | +17.3% |
| All | +550.1% | +330.1% | +219.9% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling