+107.8%
CB vs ALM
+410.2%
-302.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.7% | -6.7% | +1.0% |
| 7D | +2.9% | +1.2% | +1.7% | +2.9% |
| 30D | +7.3% | -19.3% | +26.6% | +7.4% |
| 3M | +9.4% | -40.6% | +50.0% | +9.6% |
| 6M | +19.6% | -57.9% | +77.5% | +20.2% |
| YTD | +21.5% | -6.7% | +28.2% | +19.9% |
| 1Y | +28.0% | +20.2% | +7.8% | +25.6% |
| 3Y | +74.9% | +879.4% | -804.6% | +61.4% |
| All | +107.8% | +410.2% | -302.4% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling