+15.0%
CI vs ALM
+14.6%
+0.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.3% | -7.2% | +5.9% | -1.2% |
| 30D | +6.4% | -26.4% | +32.7% | +7.0% |
| 3M | +10.7% | -38.6% | +49.3% | +11.3% |
| 6M | +5.5% | -61.0% | +66.5% | +7.4% |
| YTD | +11.4% | -7.4% | +18.8% | +7.3% |
| 1Y | +15.0% | +14.0% | +1.1% | +11.0% |
| All | +15.0% | +14.6% | +0.4% | +11.0% |
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