+178.7%
CAPR vs ALM
+410.2%
-231.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +7.7% | -14.7% | -7.1% |
| 7D | +5.9% | +1.2% | +4.7% | +5.9% |
| 30D | +44.6% | -19.3% | +63.9% | +45.0% |
| 3M | +126.4% | -40.6% | +167.0% | +127.8% |
| 6M | -68.6% | -57.9% | -10.7% | -68.5% |
| YTD | -67.0% | -6.7% | -60.3% | -65.2% |
| 1Y | +65.2% | +20.2% | +45.0% | +77.6% |
| 3Y | +235.6% | +879.4% | -643.9% | +279.6% |
| All | +178.7% | +410.2% | -231.6% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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