-4.9%
CMI vs ACWI
+12.3%
-17.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -1.9% |
| 7D | -9.3% | -0.2% | -9.1% | -9.3% |
| 30D | -13.2% | -3.3% | -9.9% | -8.4% |
| 3M | -28.2% | -3.4% | -24.8% | -24.1% |
| 6M | -32.7% | +0.8% | -33.5% | -34.0% |
| YTD | -10.1% | +10.7% | -20.8% | -24.4% |
| 1Y | -4.9% | +11.6% | -16.5% | -20.9% |
| All | -4.9% | +12.3% | -17.2% | -20.9% |
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