+208.5%
CFG vs ALM
+2,100.8%
-1,892.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.1% | +0.3% |
| 7D | +3.2% | +1.2% | +2.0% | +3.1% |
| 30D | +5.1% | -19.3% | +24.5% | +6.0% |
| 3M | -11.2% | -40.6% | +29.4% | -9.5% |
| 6M | +9.6% | -57.9% | +67.5% | +12.8% |
| YTD | +15.0% | -6.7% | +21.7% | +13.8% |
| 1Y | +29.9% | +20.2% | +9.7% | +27.0% |
| 3Y | +192.1% | +879.4% | -687.4% | +156.7% |
| 5Y | +62.3% | +415.3% | -353.0% | +43.9% |
| All | +208.5% | +2,100.8% | -1,892.3% | +166.8% |
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