-18.9%
CG vs ALM
+12.3%
-31.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.2% | +5.8% | -0.8% |
| 7D | +2.0% | -6.3% | +8.3% | +2.5% |
| 30D | +8.5% | -31.4% | +40.0% | +11.8% |
| 3M | -12.1% | -40.6% | +28.4% | -8.7% |
| 6M | -16.4% | -58.6% | +42.2% | -11.7% |
| YTD | -28.0% | -7.6% | -20.4% | -24.9% |
| 1Y | -18.9% | +13.8% | -32.7% | -15.0% |
| All | -18.9% | +12.3% | -31.2% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling