-25.6%
COMP vs ACWI
+55.1%
-80.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.8% | -4.3% | +0.9% |
| 7D | -1.8% | -4.0% | +2.2% | +8.6% |
| 30D | -0.8% | -5.8% | +5.1% | +14.6% |
| 3M | -28.1% | -5.0% | -23.1% | -18.3% |
| 6M | +27.0% | +0.7% | +26.3% | +27.0% |
| YTD | -12.8% | +8.4% | -21.2% | -26.0% |
| 1Y | +4.9% | +10.1% | -5.2% | -14.4% |
| 3Y | +321.0% | +70.8% | +250.2% | +4.6% |
| 5Y | -25.6% | +55.4% | -81.0% | -74.3% |
| All | -25.6% | +55.1% | -80.7% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling