+15.9%
CB vs ALM
-60.3%
+76.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.9% | -1.3% |
| 7D | +2.6% | -14.5% | +17.1% | +1.6% |
| 30D | +11.2% | -39.0% | +50.2% | +7.9% |
| 3M | +5.7% | -40.3% | +46.0% | +2.8% |
| 6M | +15.9% | -60.3% | +76.2% | +10.3% |
| All | +15.9% | -60.3% | +76.3% | +10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling