+150.9%
CI vs ALM
+2,084.7%
-1,933.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.3% | -7.2% | +5.9% | -1.1% |
| 30D | +6.4% | -26.4% | +32.7% | +7.1% |
| 3M | +10.7% | -38.6% | +49.3% | +11.7% |
| 6M | +5.5% | -61.0% | +66.5% | +7.4% |
| YTD | +11.4% | -7.4% | +18.8% | +10.4% |
| 1Y | +15.0% | +14.0% | +1.1% | +13.3% |
| 3Y | +9.0% | +844.4% | -835.5% | +0.2% |
| 5Y | +52.0% | +410.8% | -358.8% | +40.3% |
| 10Y | +150.9% | +2,084.7% | -1,933.8% | +120.6% |
| All | +150.9% | +2,084.7% | -1,933.8% | +120.6% |
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