+222.5%
CP vs ACWI
+228.2%
-5.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | -2.7% | +0.5% | -3.2% | -3.1% |
| 30D | +0.2% | +0.9% | -0.7% | -0.6% |
| 3M | +2.6% | +2.4% | +0.2% | -0.2% |
| 6M | +6.0% | +12.4% | -6.4% | -6.1% |
| YTD | +24.9% | +15.2% | +9.8% | +8.0% |
| 1Y | +20.1% | +22.7% | -2.6% | -2.7% |
| 3Y | +16.4% | +75.8% | -59.4% | -34.7% |
| 5Y | +31.7% | +67.7% | -36.0% | -22.8% |
| All | +222.5% | +228.2% | -5.7% | -10.6% |
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