+62.0%
CFG vs ALM
+396.4%
-334.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.1% | -1.0% |
| 7D | -0.9% | -6.7% | +5.8% | -0.5% |
| 30D | +1.1% | -32.9% | +34.0% | +3.1% |
| 3M | -12.0% | -39.5% | +27.5% | -10.0% |
| 6M | -2.2% | -62.0% | +59.8% | +1.8% |
| YTD | +11.4% | -7.8% | +19.2% | +10.1% |
| 1Y | +27.8% | +26.7% | +1.2% | +24.0% |
| 3Y | +173.3% | +825.4% | -652.1% | +133.3% |
| All | +62.0% | +396.4% | -334.4% | +40.0% |
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