+51.2%
CI vs ALM
+410.2%
-359.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.5% | +0.1% |
| 7D | +1.2% | +1.2% | -0.1% | +1.1% |
| 30D | +2.6% | -19.3% | +21.9% | +3.0% |
| 3M | +7.4% | -40.6% | +48.1% | +8.5% |
| 6M | -0.1% | -57.9% | +57.8% | +1.6% |
| YTD | +9.7% | -6.7% | +16.4% | +8.5% |
| 1Y | +12.1% | +20.2% | -8.1% | +10.0% |
| 3Y | +7.0% | +879.4% | -872.4% | -2.9% |
| All | +51.2% | +410.2% | -359.0% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling