+27.8%
CB vs ALM
+14.6%
+13.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.0% | -7.2% | +6.1% | -1.2% |
| 30D | +7.3% | -26.4% | +33.7% | +6.3% |
| 3M | +7.0% | -38.6% | +45.6% | +5.5% |
| 6M | +16.3% | -61.0% | +77.3% | +14.1% |
| YTD | +19.7% | -7.4% | +27.1% | +18.0% |
| 1Y | +27.8% | +14.0% | +13.8% | +26.8% |
| All | +27.8% | +14.6% | +13.2% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling