+426.3%
CB vs ALM
+3,507.4%
-3,081.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.2% |
| 3M | +3.4% | -39.5% | +42.9% | +3.5% |
| 6M | +14.1% | -62.0% | +76.1% | +14.4% |
| YTD | +18.0% | -7.8% | +25.8% | +17.9% |
| 1Y | +30.1% | +26.7% | +3.5% | +29.8% |
| 3Y | +71.8% | +825.4% | -753.6% | +69.8% |
| 5Y | +101.8% | +401.2% | -299.4% | +99.7% |
| 10Y | +252.1% | +2,074.0% | -1,821.9% | +245.6% |
| All | +426.3% | +3,507.4% | -3,081.1% | +405.4% |
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