+17.1%
CI vs ALM
+31.8%
-14.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.8% | -2.7% |
| 7D | -1.6% | -6.7% | +5.1% | -1.4% |
| 30D | +5.4% | -32.9% | +38.3% | +6.4% |
| 3M | +7.3% | -39.5% | +46.7% | +8.1% |
| 6M | +5.3% | -62.0% | +67.3% | +7.6% |
| YTD | +8.5% | -7.8% | +16.3% | +3.9% |
| 1Y | +17.1% | +26.7% | -9.6% | +11.3% |
| All | +17.1% | +31.8% | -14.7% | +11.3% |
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