+609.0%
COST vs ACWI
+226.5%
+382.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.4% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -5.3% | -0.6% | -4.7% | -4.9% |
| 3M | -6.7% | +4.3% | -10.9% | -9.6% |
| 6M | -9.9% | +12.7% | -22.6% | -17.7% |
| YTD | +5.1% | +13.9% | -8.8% | -4.8% |
| 1Y | -7.3% | +20.5% | -27.8% | -19.5% |
| 3Y | +70.4% | +76.5% | -6.1% | +11.7% |
| 5Y | +104.4% | +67.5% | +36.9% | +38.2% |
| 10Y | +609.0% | +231.8% | +377.1% | +211.4% |
| All | +609.0% | +226.5% | +382.5% | +211.4% |
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 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