+124.5%
COST vs ACWI
+58.7%
+65.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | +5.0% | +2.4% | +2.5% | +3.4% |
| 30D | +12.8% | -1.7% | +14.5% | +13.8% |
| 3M | +15.2% | -3.9% | +19.1% | +17.8% |
| 6M | +7.4% | +0.8% | +6.6% | +5.9% |
| YTD | +29.0% | +11.0% | +18.0% | +17.9% |
| 1Y | +20.3% | +13.1% | +7.2% | +8.3% |
| 3Y | +99.0% | +73.9% | +25.1% | +23.7% |
| All | +124.5% | +58.7% | +65.8% | +51.0% |
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