+1,958.1%
COST vs ACWI
+356.8%
+1,601.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.1% | +0.5% | -3.6% | -3.5% |
| 30D | -2.8% | +0.9% | -3.7% | -3.3% |
| 3M | -5.7% | +2.4% | -8.1% | -7.4% |
| 6M | -8.8% | +12.4% | -21.1% | -15.8% |
| YTD | +6.7% | +15.2% | -8.5% | -3.2% |
| 1Y | -3.6% | +22.7% | -26.4% | -16.1% |
| 3Y | +75.1% | +75.8% | -0.7% | +21.0% |
| 5Y | +108.9% | +67.7% | +41.2% | +48.6% |
| 10Y | +586.2% | +229.0% | +357.2% | +222.3% |
| All | +1,958.1% | +356.8% | +1,601.3% | +639.7% |
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