+232.4%
CRM vs ACWI
+230.9%
+1.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | +0.5% |
| 7D | -8.1% | -1.9% | -6.2% | -5.9% |
| 30D | +23.1% | -1.3% | +24.4% | +25.1% |
| 3M | +42.5% | +5.0% | +37.6% | +33.4% |
| 6M | +25.3% | +11.7% | +13.6% | +7.4% |
| YTD | -7.8% | +13.0% | -20.8% | -22.3% |
| 1Y | +1.0% | +19.2% | -18.2% | -20.6% |
| 3Y | +10.0% | +75.0% | -65.0% | -46.8% |
| 5Y | -3.9% | +67.1% | -71.0% | -49.5% |
| All | +232.4% | +230.9% | +1.6% | -21.9% |
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 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