+867.7%
CMS vs ACWI
+330.1%
+537.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +1.7% |
| 7D | +1.7% | -4.0% | +5.7% | +3.9% |
| 30D | +8.6% | -5.8% | +14.4% | +12.1% |
| 3M | -0.5% | -5.0% | +4.6% | +2.2% |
| 6M | -4.2% | +0.7% | -4.9% | -5.2% |
| YTD | +3.4% | +8.4% | -5.0% | -2.1% |
| 1Y | +0.4% | +10.1% | -9.7% | -5.8% |
| 3Y | +38.2% | +70.8% | -32.6% | -1.0% |
| 5Y | +35.4% | +55.4% | -20.0% | +1.1% |
| 10Y | +131.7% | +223.3% | -91.6% | +7.0% |
| All | +867.7% | +330.1% | +537.6% | +259.2% |
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