+121.7%
CMS vs ACWI
+219.0%
-97.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.3% | -2.4% | +1.0% | -0.3% |
| 30D | +6.3% | -5.2% | +11.5% | +8.7% |
| 3M | -2.1% | -4.8% | +2.8% | -0.1% |
| 6M | -5.1% | -1.3% | -3.8% | -5.0% |
| YTD | +1.3% | +8.4% | -7.1% | -3.2% |
| 1Y | -1.4% | +11.0% | -12.4% | -6.8% |
| 3Y | +36.9% | +70.6% | -33.6% | +2.7% |
| 5Y | +32.5% | +55.3% | -22.8% | +3.2% |
| All | +121.7% | +219.0% | -97.3% | +8.1% |
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