+661.0%
CSGP vs ACWI
+347.2%
+313.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +2.5% |
| 7D | +18.3% | -0.5% | +18.8% | +18.7% |
| 30D | +17.8% | -1.6% | +19.4% | +19.1% |
| 3M | +9.3% | -1.3% | +10.6% | +10.2% |
| 6M | -7.9% | +5.8% | -13.8% | -14.0% |
| YTD | -51.5% | +12.7% | -64.3% | -57.5% |
| 1Y | -53.3% | +15.0% | -68.3% | -59.8% |
| 3Y | -57.9% | +77.5% | -135.4% | -75.8% |
| 5Y | -61.3% | +61.9% | -123.2% | -75.5% |
| 10Y | +77.5% | +236.1% | -158.6% | -40.8% |
| All | +661.0% | +347.2% | +313.8% | +105.5% |
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 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