+246.7%
CB vs ALM
+2,040.7%
-1,794.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.2% | +8.8% | +1.6% |
| 7D | +0.7% | -6.3% | +7.0% | +0.8% |
| 30D | +8.2% | -31.4% | +39.6% | +8.6% |
| 3M | +6.3% | -40.6% | +46.9% | +6.7% |
| 6M | +16.2% | -58.6% | +74.8% | +17.0% |
| YTD | +19.3% | -7.6% | +26.9% | +18.3% |
| 1Y | +29.2% | +13.8% | +15.4% | +27.6% |
| 3Y | +71.4% | +842.1% | -770.7% | +61.7% |
| 5Y | +104.2% | +407.4% | -303.2% | +93.3% |
| 10Y | +246.7% | +2,079.4% | -1,832.7% | +226.1% |
| All | +246.7% | +2,040.7% | -1,794.0% | +226.1% |
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