+74.9%
CB vs ALM
+806.0%
-731.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.9% | -0.7% |
| 7D | +2.6% | -14.5% | +17.1% | +2.5% |
| 30D | +11.2% | -39.0% | +50.2% | +11.1% |
| 3M | +5.7% | -40.3% | +46.0% | +5.6% |
| 6M | +15.9% | -60.3% | +76.2% | +15.9% |
| YTD | +20.2% | -9.8% | +29.9% | +18.5% |
| 1Y | +32.4% | +30.8% | +1.6% | +29.7% |
| All | +74.9% | +806.0% | -731.1% | +65.2% |
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