+2,299.7%
COST vs ACWI
+339.1%
+1,960.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +4.6% | -0.2% | +4.8% | +4.6% |
| 30D | +12.8% | -3.3% | +16.0% | +14.8% |
| 3M | +12.1% | -3.4% | +15.5% | +14.1% |
| 6M | +6.0% | +0.8% | +5.2% | +4.7% |
| YTD | +24.4% | +10.7% | +13.7% | +15.3% |
| 1Y | +17.1% | +11.6% | +5.5% | +8.0% |
| 3Y | +92.2% | +73.4% | +18.8% | +33.5% |
| 5Y | +122.5% | +60.2% | +62.3% | +62.3% |
| 10Y | +758.9% | +221.6% | +537.3% | +308.3% |
| All | +2,299.7% | +339.1% | +1,960.5% | +781.0% |
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 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