+18.0%
CI vs ALM
+44.8%
-26.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +3.3% |
| 7D | +3.5% | -6.4% | +9.9% | +3.7% |
| 30D | +12.6% | -35.0% | +47.6% | +13.8% |
| 3M | +12.1% | -33.8% | +45.9% | +12.7% |
| 6M | +10.6% | -55.0% | +65.6% | +12.2% |
| YTD | +12.8% | -0.2% | +13.1% | +7.9% |
| 1Y | +18.0% | +41.8% | -23.8% | +11.7% |
| All | +18.0% | +44.8% | -26.8% | +11.7% |
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