+512.2%
CMI vs ACWI
+226.5%
+285.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.6% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -12.3% | -0.6% | -11.7% | -11.7% |
| 3M | -16.8% | +4.3% | -21.1% | -20.2% |
| 6M | +1.5% | +12.7% | -11.2% | -9.9% |
| YTD | +9.8% | +13.9% | -4.1% | -3.2% |
| 1Y | +42.6% | +20.5% | +22.1% | +18.7% |
| 3Y | +151.0% | +76.5% | +74.5% | +43.5% |
| 5Y | +167.0% | +67.5% | +99.5% | +60.3% |
| 10Y | +512.2% | +231.8% | +280.3% | +61.7% |
| All | +512.2% | +226.5% | +285.6% | +61.7% |
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