+42.5%
CI vs ALM
+951.0%
-908.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | +1.3% | -2.6% | +3.9% | +1.4% |
| 30D | +4.4% | +32.0% | -27.6% | +3.5% |
| 3M | +0.7% | -15.0% | +15.7% | +0.8% |
| 6M | +0.3% | -10.1% | +10.5% | -0.1% |
| YTD | +3.8% | +99.4% | -95.6% | +0.6% |
| 1Y | -5.5% | +316.4% | -321.8% | -10.4% |
| 3Y | +8.1% | +2,022.0% | -2,013.9% | -5.2% |
| All | +42.5% | +951.0% | -908.5% | +25.7% |
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