+246.7%
CB vs ALM
+2,084.7%
-1,838.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.0% | -7.2% | +6.1% | -1.0% |
| 30D | +7.3% | -26.4% | +33.7% | +7.6% |
| 3M | +7.0% | -38.6% | +45.6% | +7.4% |
| 6M | +16.3% | -61.0% | +77.3% | +17.3% |
| YTD | +19.7% | -7.4% | +27.1% | +18.7% |
| 1Y | +27.8% | +14.0% | +13.8% | +26.2% |
| 3Y | +72.0% | +844.4% | -772.4% | +62.2% |
| 5Y | +104.9% | +410.8% | -305.9% | +93.8% |
| 10Y | +246.7% | +2,084.7% | -1,838.0% | +226.2% |
| All | +246.7% | +2,084.7% | -1,838.0% | +226.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling