+132.3%
CMS vs ACWI
+226.8%
-94.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.6% |
| 7D | -0.9% | +0.3% | -1.2% | -1.1% |
| 30D | +7.1% | -2.8% | +9.9% | +8.3% |
| 3M | -1.3% | -3.2% | +1.9% | -0.1% |
| 6M | -2.7% | +1.3% | -3.9% | -3.7% |
| YTD | +2.6% | +11.2% | -8.6% | -3.0% |
| 1Y | -2.0% | +13.8% | -15.8% | -8.4% |
| 3Y | +39.6% | +76.2% | -36.6% | +3.1% |
| 5Y | +35.3% | +59.5% | -24.1% | +4.2% |
| 10Y | +132.3% | +222.2% | -89.9% | +11.8% |
| All | +132.3% | +226.8% | -94.5% | +11.8% |
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