-3.0%
CMG vs ACWI
+67.7%
-70.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | -1.5% | +1.1% | -2.5% | -2.6% |
| 30D | +12.7% | -0.2% | +12.9% | +12.9% |
| 3M | +26.3% | +4.7% | +21.6% | +19.9% |
| 6M | +4.5% | +14.5% | -10.0% | -10.5% |
| YTD | -0.1% | +14.6% | -14.7% | -14.5% |
| 1Y | -6.8% | +21.4% | -28.2% | -25.0% |
| 3Y | -5.0% | +77.6% | -82.6% | -50.4% |
| 5Y | -3.0% | +68.1% | -71.1% | -44.6% |
| All | -3.0% | +67.7% | -70.7% | -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 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