-1.9%
CMI vs ACWI
+11.8%
-13.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.3% |
| 7D | +0.5% | +2.4% | -2.0% | -3.2% |
| 30D | -14.0% | -1.7% | -12.4% | -11.7% |
| 3M | -28.1% | -3.9% | -24.2% | -23.3% |
| 6M | -35.8% | +0.8% | -36.6% | -37.0% |
| YTD | -10.5% | +11.0% | -21.5% | -25.2% |
| 1Y | -1.9% | +13.1% | -14.9% | -20.3% |
| All | -1.9% | +11.8% | -13.7% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling