+181.4%
CFG vs ALM
+2,063.1%
-1,881.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +1.5% | -2.6% | +4.1% | +1.7% |
| 30D | -3.8% | +32.0% | -35.8% | -5.3% |
| 3M | +11.5% | -15.0% | +26.5% | +11.7% |
| 6M | +19.2% | -10.1% | +29.3% | +18.5% |
| YTD | +23.7% | +99.4% | -75.7% | +18.3% |
| 1Y | +38.8% | +316.4% | -277.5% | +28.4% |
| All | +181.4% | +2,063.1% | -1,881.8% | +141.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling