+391.0%
CB vs ALM
+7,705.7%
-7,314.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.9% |
| 7D | +0.5% | -2.6% | +3.1% | +0.5% |
| 30D | -3.1% | +32.0% | -35.1% | -3.2% |
| 3M | +9.0% | -15.0% | +24.0% | +9.0% |
| 6M | +2.9% | -10.1% | +13.0% | +2.8% |
| YTD | +10.1% | +99.4% | -89.3% | +9.7% |
| 1Y | +22.8% | +316.4% | -293.6% | +22.0% |
| 3Y | +73.8% | +2,022.0% | -1,948.2% | +71.3% |
| 5Y | +99.2% | +941.2% | -842.0% | +96.6% |
| 10Y | +218.2% | +2,950.3% | -2,732.1% | +211.9% |
| All | +391.0% | +7,705.7% | -7,314.7% | +370.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling