+122.4%
CF vs ALM
+390.7%
-268.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -9.6% | +15.7% | +6.3% |
| 7D | +0.4% | -14.5% | +14.9% | +0.5% |
| 30D | +2.2% | -39.0% | +41.2% | +2.7% |
| 3M | +2.1% | -40.3% | +42.4% | +2.7% |
| 6M | -6.5% | -60.3% | +53.8% | -5.5% |
| YTD | +55.6% | -9.8% | +65.3% | +54.0% |
| 1Y | +42.3% | +30.8% | +11.5% | +39.5% |
| 3Y | +55.7% | +772.4% | -716.7% | +41.8% |
| 5Y | +122.4% | +390.7% | -268.3% | +112.0% |
| All | +122.4% | +390.7% | -268.3% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling