-6.0%
CMG vs ACWI
+78.9%
-85.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.8% | +0.5% | -3.3% | -3.2% |
| 30D | +7.1% | +0.9% | +6.3% | +6.3% |
| 3M | +31.2% | +2.4% | +28.8% | +27.8% |
| 6M | +0.7% | +12.4% | -11.7% | -10.4% |
| YTD | -0.1% | +15.2% | -15.3% | -13.1% |
| 1Y | -10.7% | +22.7% | -33.5% | -26.7% |
| All | -6.0% | +78.9% | -85.0% | -42.5% |
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