+20.1%
CI vs ALM
+12.3%
+7.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.2% | +9.8% | +2.7% |
| 7D | +2.6% | -6.3% | +8.9% | +2.7% |
| 30D | +7.3% | -31.4% | +38.8% | +8.2% |
| 3M | +9.5% | -40.6% | +50.1% | +10.3% |
| 6M | +6.4% | -58.6% | +65.1% | +8.0% |
| YTD | +12.0% | -7.6% | +19.6% | +8.1% |
| 1Y | +20.1% | +13.8% | +6.2% | +16.2% |
| All | +20.1% | +12.3% | +7.8% | +16.2% |
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