-64.8%
CSGP vs ACWI
+67.7%
-132.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | +0.5% | -4.6% | -4.5% |
| 30D | +2.3% | +0.9% | +1.5% | +1.5% |
| 3M | -8.2% | +2.4% | -10.6% | -11.0% |
| 6M | -35.1% | +12.4% | -47.4% | -43.4% |
| YTD | -54.0% | +15.2% | -69.2% | -61.1% |
| 1Y | -65.3% | +22.7% | -88.0% | -72.7% |
| 3Y | -62.6% | +75.8% | -138.3% | -80.9% |
| All | -64.8% | +67.7% | -132.4% | -80.5% |
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