+1,586.1%
CMG vs ACWI
+356.8%
+1,229.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +28.1% |
| 6M | +0.7% | +12.4% | -11.7% | -9.1% |
| YTD | -0.1% | +15.2% | -15.3% | -11.6% |
| 1Y | -10.7% | +22.7% | -33.5% | -24.9% |
| 3Y | -4.7% | +75.8% | -80.5% | -40.2% |
| 5Y | -3.8% | +67.7% | -71.5% | -36.6% |
| 10Y | +352.5% | +229.0% | +123.5% | +79.3% |
| All | +1,586.1% | +356.8% | +1,229.3% | +409.8% |
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