+250.7%
CP vs ACWI
+220.7%
+30.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | +2.8% | -0.2% | +3.0% | +2.9% |
| 30D | +11.0% | -3.3% | +14.3% | +14.4% |
| 3M | +3.8% | -3.4% | +7.3% | +7.1% |
| 6M | +9.5% | +0.8% | +8.7% | +7.8% |
| YTD | +28.2% | +10.7% | +17.5% | +14.8% |
| 1Y | +33.0% | +11.6% | +21.3% | +18.1% |
| 3Y | +35.5% | +73.4% | -37.8% | -23.2% |
| 5Y | +25.8% | +60.2% | -34.4% | -23.1% |
| 10Y | +250.7% | +221.6% | +29.1% | -3.6% |
| All | +250.7% | +220.7% | +30.0% | -3.6% |
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