+435.8%
CB vs ALM
+3,431.9%
-2,996.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.9% | -0.6% |
| 7D | +2.6% | -14.5% | +17.1% | +2.6% |
| 30D | +11.2% | -39.0% | +50.2% | +11.4% |
| 3M | +5.7% | -40.3% | +46.0% | +5.9% |
| 6M | +15.9% | -60.3% | +76.2% | +16.2% |
| YTD | +20.2% | -9.8% | +29.9% | +20.0% |
| 1Y | +32.4% | +30.8% | +1.6% | +32.0% |
| 3Y | +75.5% | +772.4% | -696.9% | +73.5% |
| 5Y | +105.5% | +390.7% | -285.3% | +103.3% |
| 10Y | +258.5% | +2,028.5% | -1,770.0% | +251.9% |
| All | +435.8% | +3,431.9% | -2,996.1% | +414.6% |
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