+316.4%
CFG vs ALM
+503.5%
-187.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.1% | -1.0% |
| 7D | -0.9% | -6.7% | +5.8% | -0.6% |
| 30D | +1.1% | -32.9% | +34.0% | +2.5% |
| 3M | -12.0% | -39.5% | +27.5% | -10.6% |
| 6M | -2.2% | -62.0% | +59.8% | +0.5% |
| YTD | +11.4% | -7.8% | +19.2% | +10.6% |
| 1Y | +27.8% | +26.7% | +1.2% | +25.4% |
| 3Y | +173.3% | +825.4% | -652.1% | +147.3% |
| 5Y | +62.4% | +401.2% | -338.8% | +47.9% |
| 10Y | +249.6% | +2,074.0% | -1,824.5% | +210.9% |
| All | +316.4% | +503.5% | -187.1% | +275.8% |
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 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