+260.5%
CP vs ACWI
+224.5%
+36.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | +2.1% | +2.4% | -0.3% | -0.2% |
| 30D | +9.3% | -1.7% | +11.0% | +10.8% |
| 3M | +0.5% | -3.9% | +4.4% | +4.1% |
| 6M | +10.4% | +0.8% | +9.6% | +8.7% |
| YTD | +28.7% | +11.0% | +17.7% | +14.9% |
| 1Y | +33.2% | +13.1% | +20.1% | +16.7% |
| 3Y | +38.4% | +73.9% | -35.4% | -21.8% |
| 5Y | +26.2% | +59.0% | -32.8% | -22.2% |
| All | +260.5% | +224.5% | +36.0% | -0.5% |
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