+1,470.7%
CMG vs ACWI
+330.0%
+1,140.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +8.0% | -2.4% | +10.3% | +10.0% |
| 30D | +11.9% | -5.2% | +17.1% | +16.6% |
| 3M | +2.1% | -4.8% | +7.0% | +5.9% |
| 6M | +5.2% | -1.3% | +6.5% | +5.2% |
| YTD | -6.9% | +8.4% | -15.3% | -13.7% |
| 1Y | +12.7% | +11.0% | +1.6% | +2.4% |
| 3Y | -16.8% | +70.6% | -87.4% | -46.7% |
| 5Y | -4.1% | +55.3% | -59.4% | -33.0% |
| 10Y | +364.7% | +223.2% | +141.5% | +86.8% |
| All | +1,470.7% | +330.0% | +1,140.8% | +397.2% |
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