+204.7%
CTVA vs ACWI
+150.0%
+54.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | -0.5% |
| 7D | +1.6% | +0.3% | +1.3% | +1.2% |
| 30D | -8.5% | -2.8% | -5.7% | -6.4% |
| 3M | +5.3% | -3.2% | +8.4% | +7.9% |
| 6M | -0.1% | +1.3% | -1.3% | -2.2% |
| YTD | +21.2% | +11.2% | +10.0% | +8.1% |
| 1Y | +27.0% | +13.8% | +13.2% | +10.8% |
| 3Y | +87.2% | +76.2% | +11.0% | +5.8% |
| 5Y | +77.9% | +59.5% | +18.4% | +10.6% |
| All | +204.7% | +150.0% | +54.7% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling