+250.9%
CP vs ACWI
+219.0%
+31.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.8% | -2.4% | +5.1% | +5.0% |
| 30D | +10.2% | -5.2% | +15.4% | +15.7% |
| 3M | +2.4% | -4.8% | +7.2% | +7.1% |
| 6M | +7.7% | -1.3% | +9.0% | +8.2% |
| YTD | +26.0% | +8.4% | +17.6% | +15.1% |
| 1Y | +34.6% | +11.0% | +23.6% | +20.1% |
| 3Y | +26.7% | +70.6% | -43.9% | -27.1% |
| 5Y | +24.9% | +55.3% | -30.4% | -21.2% |
| All | +250.9% | +219.0% | +31.9% | -0.1% |
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