+103.2%
CB vs ALM
+396.4%
-293.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.8% |
| 7D | +0.2% | -6.7% | +6.9% | +0.3% |
| 30D | +9.1% | -32.9% | +42.0% | +9.3% |
| 3M | +3.4% | -39.5% | +42.9% | +3.6% |
| 6M | +14.1% | -62.0% | +76.1% | +14.8% |
| YTD | +18.0% | -7.8% | +25.8% | +16.5% |
| 1Y | +30.1% | +26.7% | +3.5% | +27.6% |
| 3Y | +71.8% | +825.4% | -753.6% | +58.8% |
| All | +103.2% | +396.4% | -293.2% | +89.3% |
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