+362.4%
CFG vs ALM
+1,205.8%
-843.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +1.5% | -2.6% | +4.1% | +1.6% |
| 30D | -3.8% | +32.0% | -35.8% | -4.9% |
| 3M | +11.5% | -15.0% | +26.5% | +11.6% |
| 6M | +19.2% | -10.1% | +29.3% | +18.7% |
| YTD | +23.7% | +99.4% | -75.7% | +19.6% |
| 1Y | +38.8% | +316.4% | -277.5% | +30.6% |
| 3Y | +178.9% | +2,022.0% | -1,843.1% | +144.6% |
| 5Y | +101.8% | +941.2% | -839.4% | +79.1% |
| 10Y | +317.3% | +2,950.3% | -2,633.1% | +260.8% |
| All | +362.4% | +1,205.8% | -843.5% | +306.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling