+162.3%
CVE vs ACWI
+228.2%
-65.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.5% | +0.5% | +2.0% | +1.7% |
| 30D | +16.7% | +0.9% | +15.9% | +15.2% |
| 3M | +9.3% | +2.4% | +6.9% | +4.7% |
| 6M | +43.6% | +12.4% | +31.2% | +18.6% |
| YTD | +93.6% | +15.2% | +78.4% | +54.3% |
| 1Y | +98.8% | +22.7% | +76.0% | +44.0% |
| 3Y | +73.6% | +75.8% | -2.2% | -26.6% |
| 5Y | +312.5% | +67.7% | +244.8% | +86.4% |
| All | +162.3% | +228.2% | -65.9% | -48.4% |
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