+60.4%
CFG vs ALM
+410.2%
-349.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.1% | +0.2% |
| 7D | +3.2% | +1.2% | +2.0% | +3.1% |
| 30D | +5.1% | -19.3% | +24.5% | +6.2% |
| 3M | -11.2% | -40.6% | +29.4% | -9.2% |
| 6M | +9.6% | -57.9% | +67.5% | +13.5% |
| YTD | +15.0% | -6.7% | +21.7% | +13.5% |
| 1Y | +29.9% | +20.2% | +9.7% | +26.3% |
| 3Y | +192.1% | +879.4% | -687.4% | +148.5% |
| All | +60.4% | +410.2% | -349.9% | +38.3% |
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