+1,462.0%
CRM vs ACWI
+340.5%
+1,121.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | +2.0% | +2.4% | -0.5% | -0.9% |
| 30D | -7.7% | -1.7% | -6.0% | -6.1% |
| 3M | +8.4% | -3.9% | +12.3% | +13.1% |
| 6M | +31.9% | +0.8% | +31.1% | +29.0% |
| YTD | -17.2% | +11.0% | -28.2% | -28.6% |
| 1Y | -8.6% | +13.1% | -21.7% | -22.9% |
| 3Y | +3.1% | +73.9% | -70.8% | -47.5% |
| 5Y | -27.6% | +59.0% | -86.6% | -57.8% |
| 10Y | +197.6% | +224.4% | -26.7% | -21.9% |
| All | +1,462.0% | +340.5% | +1,121.5% | +200.9% |
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