+547.2%
CME vs ACWI
+330.0%
+217.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | -2.4% | +3.3% | +3.0% |
| 30D | +13.2% | -5.2% | +18.4% | +18.3% |
| 3M | +16.3% | -4.8% | +21.1% | +20.9% |
| 6M | +7.1% | -1.3% | +8.5% | +6.9% |
| YTD | +15.8% | +8.4% | +7.4% | +5.0% |
| 1Y | +17.1% | +11.0% | +6.0% | +3.6% |
| 3Y | +63.2% | +70.6% | -7.4% | -8.6% |
| 5Y | +70.2% | +55.3% | +14.9% | +2.0% |
| 10Y | +337.0% | +223.2% | +113.8% | +16.8% |
| All | +547.2% | +330.0% | +217.2% | +44.0% |
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 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