+201.5%
CG vs ALM
+3,507.4%
-3,305.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.7% |
| 7D | -1.2% | -6.7% | +5.5% | -1.2% |
| 30D | +5.0% | -32.9% | +37.9% | +5.1% |
| 3M | -18.2% | -39.5% | +21.3% | -18.1% |
| 6M | -20.7% | -62.0% | +41.3% | -20.6% |
| YTD | -31.4% | -7.8% | -23.6% | -31.4% |
| 1Y | -22.3% | +26.7% | -48.9% | -22.3% |
| 3Y | +50.2% | +825.4% | -775.2% | +49.5% |
| 5Y | -22.1% | +401.2% | -423.3% | -22.4% |
| 10Y | +295.5% | +2,074.0% | -1,778.5% | +293.7% |
| All | +201.5% | +3,507.4% | -3,305.9% | +200.5% |
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