+788.9%
CP vs ACWI
+347.2%
+441.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +1.8% |
| 7D | +5.6% | -0.5% | +6.0% | +6.0% |
| 30D | +10.0% | -1.6% | +11.7% | +11.8% |
| 3M | +4.4% | -1.3% | +5.7% | +5.7% |
| 6M | +14.1% | +5.8% | +8.2% | +6.8% |
| YTD | +29.1% | +12.7% | +16.3% | +12.8% |
| 1Y | +34.6% | +15.0% | +19.5% | +15.1% |
| 3Y | +29.8% | +77.5% | -47.8% | -30.2% |
| 5Y | +28.7% | +61.9% | -33.2% | -24.2% |
| 10Y | +267.3% | +236.1% | +31.2% | -1.1% |
| All | +788.9% | +347.2% | +441.7% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling