+71.6%
CB vs ALM
+907.8%
-836.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.1% | -8.5% | -0.4% |
| 7D | -1.5% | +0.7% | -2.2% | -1.5% |
| 30D | +6.5% | -26.1% | +32.6% | +6.5% |
| 3M | +4.1% | -38.1% | +42.2% | +3.9% |
| 6M | +14.4% | -55.4% | +69.8% | +14.4% |
| YTD | +17.5% | -0.4% | +17.9% | +15.9% |
| 1Y | +27.5% | +25.4% | +2.2% | +25.3% |
| 3Y | +71.6% | +907.8% | -836.2% | +62.2% |
| All | +71.6% | +907.8% | -836.2% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling