+7.1%
CRM vs ACWI
+23.6%
-16.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | +1.3% | +0.5% | +0.8% | +1.2% |
| 30D | +34.3% | +0.9% | +33.5% | +34.1% |
| 3M | +37.7% | +2.4% | +35.3% | +37.7% |
| 6M | +34.9% | +12.4% | +22.6% | +30.8% |
| YTD | -1.6% | +15.2% | -16.8% | -6.6% |
| 1Y | +7.1% | +22.7% | -15.6% | -6.0% |
| All | +7.1% | +23.6% | -16.5% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling