+324.8%
CMI vs ACWI
+220.7%
+104.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.1% |
| 7D | -9.3% | -0.2% | -9.1% | -9.2% |
| 30D | -13.2% | -3.3% | -9.9% | -10.1% |
| 3M | -28.2% | -3.4% | -24.8% | -25.5% |
| 6M | -32.7% | +0.8% | -33.5% | -33.0% |
| YTD | -10.1% | +10.7% | -20.8% | -18.3% |
| 1Y | -4.9% | +11.6% | -16.5% | -14.1% |
| 3Y | +120.4% | +73.4% | +47.0% | +28.7% |
| 5Y | +114.3% | +60.2% | +54.1% | +34.9% |
| 10Y | +324.8% | +221.6% | +103.2% | +15.1% |
| All | +324.8% | +220.7% | +104.1% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling