+136.2%
CMS vs ACWI
+225.4%
-89.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -1.3% | +2.7% | -4.0% | -2.4% |
| 30D | +5.3% | -2.6% | +7.8% | +6.3% |
| 3M | -0.3% | -3.2% | +2.8% | +0.9% |
| 6M | -4.0% | +1.9% | -5.9% | -5.3% |
| YTD | +2.1% | +11.3% | -9.2% | -3.5% |
| 1Y | -4.7% | +11.7% | -16.4% | -10.1% |
| 3Y | +36.8% | +74.4% | -37.6% | +1.6% |
| 5Y | +34.9% | +59.5% | -24.6% | +3.8% |
| All | +136.2% | +225.4% | -89.1% | +13.8% |
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