+332.6%
CMI vs ACWI
+224.5%
+108.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.4% |
| 7D | +0.5% | +2.4% | -2.0% | -2.0% |
| 30D | -14.0% | -1.7% | -12.4% | -12.4% |
| 3M | -28.1% | -3.9% | -24.2% | -25.0% |
| 6M | -35.8% | +0.8% | -36.6% | -36.1% |
| YTD | -10.5% | +11.0% | -21.5% | -18.9% |
| 1Y | -1.9% | +13.1% | -14.9% | -12.6% |
| 3Y | +121.0% | +73.9% | +47.1% | +28.7% |
| 5Y | +114.6% | +59.0% | +55.5% | +36.1% |
| All | +332.6% | +224.5% | +108.1% | +17.3% |
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