-50.2%
COMP vs ACWI
+81.7%
-131.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.1% | +3.8% |
| 7D | +9.5% | -0.5% | +10.0% | +10.9% |
| 30D | +8.1% | -1.6% | +9.7% | +12.3% |
| 3M | -16.3% | -1.3% | -15.0% | -13.3% |
| 6M | +42.2% | +5.8% | +36.4% | +26.6% |
| YTD | -5.0% | +12.7% | -17.7% | -26.1% |
| 1Y | +20.1% | +15.0% | +5.1% | -10.9% |
| 3Y | +358.4% | +77.5% | +280.9% | +10.4% |
| 5Y | -21.9% | +61.9% | -83.8% | -75.5% |
| All | -50.2% | +81.7% | -131.8% | -85.8% |
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 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