+135.8%
CVE vs ACWI
+219.2%
-83.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | +2.3% |
| 7D | -14.1% | -4.0% | -10.1% | -9.6% |
| 30D | -11.6% | -5.8% | -5.8% | -4.8% |
| 3M | 0.0% | -5.0% | +5.1% | +6.1% |
| 6M | -8.4% | +0.7% | -9.1% | -11.6% |
| YTD | +65.9% | +8.4% | +57.5% | +42.1% |
| 1Y | +69.4% | +10.1% | +59.3% | +41.5% |
| 3Y | +55.9% | +70.8% | -14.8% | -32.2% |
| 5Y | +146.2% | +55.4% | +90.8% | +22.6% |
| All | +135.8% | +219.2% | -83.3% | -51.8% |
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