+467.4%
CF vs ALM
+2,079.4%
-1,611.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.2% | +9.8% | +2.7% |
| 7D | +4.8% | -6.3% | +11.1% | +4.8% |
| 30D | +9.7% | -31.4% | +41.1% | +10.5% |
| 3M | +1.2% | -40.6% | +41.8% | +2.3% |
| 6M | +7.4% | -58.6% | +66.0% | +9.1% |
| YTD | +60.5% | -7.6% | +68.1% | +58.7% |
| 1Y | +50.7% | +13.8% | +36.9% | +48.0% |
| 3Y | +64.8% | +842.1% | -777.3% | +48.2% |
| 5Y | +115.8% | +407.4% | -291.6% | +95.9% |
| All | +467.4% | +2,079.4% | -1,611.9% | +419.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling