+9.8%
CG vs ALM
+1,033.0%
-1,023.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.8% | -11.0% | -2.6% |
| 7D | -1.3% | +8.4% | -9.7% | -1.7% |
| 30D | -3.2% | +34.8% | -38.0% | -4.8% |
| 3M | +6.2% | +16.2% | -10.0% | +4.9% |
| 6M | -4.7% | +2.1% | -6.8% | -5.8% |
| YTD | -20.6% | +117.0% | -137.6% | -24.2% |
| 1Y | -26.4% | +313.9% | -340.2% | -31.8% |
| 3Y | +55.4% | +2,327.9% | -2,272.6% | +27.8% |
| 5Y | +9.8% | +1,040.6% | -1,030.8% | -5.4% |
| All | +9.8% | +1,033.0% | -1,023.2% | -5.4% |
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