+871.8%
CMS vs ACWI
+347.2%
+524.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.5% |
| 7D | +4.1% | -0.5% | +4.5% | +4.3% |
| 30D | +10.9% | -1.6% | +12.5% | +11.8% |
| 3M | -0.2% | -1.3% | +1.1% | +0.4% |
| 6M | -4.7% | +5.8% | -10.6% | -8.2% |
| YTD | +3.9% | +12.7% | -8.8% | -3.7% |
| 1Y | +0.4% | +15.0% | -14.7% | -8.0% |
| 3Y | +38.8% | +77.5% | -38.7% | -2.6% |
| 5Y | +37.1% | +61.9% | -24.7% | +0.2% |
| 10Y | +132.7% | +236.1% | -103.5% | +5.3% |
| All | +871.8% | +347.2% | +524.6% | +253.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling