+271.0%
CG vs ALM
+1,942.8%
-1,671.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.5% | +2.2% | -4.0% |
| 7D | -1.5% | -4.0% | +2.5% | -1.3% |
| 30D | +5.7% | -30.5% | +36.2% | +7.3% |
| 3M | -17.9% | -46.9% | +29.0% | -15.8% |
| 6M | -20.2% | -65.5% | +45.3% | -17.1% |
| YTD | -32.0% | -13.4% | -18.6% | -32.1% |
| 1Y | -27.0% | +9.8% | -36.8% | -27.9% |
| 3Y | +42.8% | +783.1% | -740.3% | +27.2% |
| 5Y | -23.4% | +378.3% | -401.7% | -31.1% |
| All | +271.0% | +1,942.8% | -1,671.9% | +220.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling