+79.7%
CTVA vs ACWI
+54.8%
+24.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | +2.2% | -2.4% | +4.6% | +3.8% |
| 30D | -17.6% | -5.2% | -12.5% | -14.9% |
| 3M | +3.4% | -4.8% | +8.2% | +6.5% |
| 6M | -2.6% | -1.3% | -1.3% | -2.4% |
| YTD | +19.1% | +8.4% | +10.7% | +11.3% |
| 1Y | +26.8% | +11.0% | +15.7% | +16.3% |
| 3Y | +63.9% | +70.6% | -6.7% | +9.4% |
| All | +79.7% | +54.8% | +24.9% | +28.5% |
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