+224.3%
CTVA vs ACWI
+157.6%
+66.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -1.8% |
| 7D | -2.1% | +1.1% | -3.2% | -3.0% |
| 30D | +12.0% | -0.2% | +12.2% | +12.1% |
| 3M | +13.5% | +4.7% | +8.8% | +8.3% |
| 6M | +12.1% | +14.5% | -2.4% | -2.1% |
| YTD | +29.0% | +14.6% | +14.4% | +12.4% |
| 1Y | +18.9% | +21.4% | -2.6% | -2.3% |
| 3Y | +78.9% | +77.6% | +1.3% | +0.8% |
| 5Y | +105.2% | +68.1% | +37.2% | +21.5% |
| All | +224.3% | +157.6% | +66.7% | +10.8% |
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