+256.9%
CP vs ACWI
+227.3%
+29.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -1.1% |
| 7D | -0.7% | -0.7% | 0.0% | -0.2% |
| 30D | +9.6% | -2.0% | +11.6% | +11.5% |
| 3M | +2.2% | -2.2% | +4.4% | +4.1% |
| 6M | +11.1% | +1.9% | +9.2% | +8.2% |
| YTD | +28.2% | +12.0% | +16.2% | +13.5% |
| 1Y | +32.2% | +12.5% | +19.6% | +16.4% |
| 3Y | +35.5% | +75.4% | -39.9% | -24.1% |
| 5Y | +26.8% | +61.5% | -34.7% | -23.1% |
| 10Y | +256.9% | +227.1% | +29.8% | -3.0% |
| All | +256.9% | +227.3% | +29.6% | -3.0% |
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 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