+142.2%
CI vs ALM
+2,221.4%
-2,079.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.1% | -7.4% | +0.5% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | +4.7% | -26.1% | +30.7% | +5.4% |
| 3M | +5.2% | -38.1% | +43.3% | +6.2% |
| 6M | +3.8% | -55.4% | +59.2% | +5.3% |
| YTD | +9.2% | -0.4% | +9.6% | +8.1% |
| 1Y | +14.3% | +25.4% | -11.1% | +12.3% |
| 3Y | +8.4% | +907.8% | -899.3% | -0.5% |
| 5Y | +50.0% | +440.2% | -390.1% | +38.3% |
| 10Y | +142.2% | +2,031.1% | -1,889.0% | +113.4% |
| All | +142.2% | +2,221.4% | -2,079.2% | +113.4% |
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 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