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  • CRM vs ACWI✓SelectedUSD · ACWICRM vs ACWI performance historyLatest closeAs of-1.97%09/04
Stock and ETF performance explorer

CRM vs ACWI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,755.5%
ACWI return
+356.8%
Excess return
+1,398.7%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioACWIExcessAlpha
1D-2.0%0.0%-1.9%-1.9%
7D+1.3%+0.5%+0.8%+0.7%
30D+34.3%+0.9%+33.5%+33.1%
3M+37.7%+2.4%+35.3%+33.0%
6M+34.9%+12.4%+22.6%+15.5%
YTD-1.6%+15.2%-16.8%-18.3%
1Y+7.1%+22.7%-15.6%-17.5%
3Y+19.0%+75.8%-56.7%-39.8%
5Y-1.3%+67.7%-69.0%-45.6%
10Y+251.2%+229.0%+22.2%-9.0%
All+1,755.5%+356.8%+1,398.7%+244.2%

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