-4.7%
CRM vs ACWI
+67.2%
-72.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.2% |
| 7D | -5.0% | 0.0% | -5.0% | -4.9% |
| 30D | +23.6% | -0.6% | +24.2% | +24.6% |
| 3M | +39.6% | +4.3% | +35.3% | +31.7% |
| 6M | +23.4% | +12.7% | +10.8% | +4.1% |
| YTD | -7.4% | +13.9% | -21.3% | -23.3% |
| 1Y | -2.3% | +20.5% | -22.8% | -25.3% |
| 3Y | +10.5% | +76.5% | -66.0% | -51.3% |
| 5Y | -4.7% | +67.5% | -72.3% | -51.7% |
| All | -4.7% | +67.2% | -72.0% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling