+0.4%
CI vs ALM
-63.0%
+63.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -1.9% |
| 7D | -1.7% | -4.0% | +2.3% | -1.8% |
| 30D | +4.9% | -30.5% | +35.4% | +4.1% |
| 3M | +7.4% | -46.9% | +54.3% | +5.7% |
| 6M | +0.4% | -65.5% | +65.9% | -3.2% |
| All | +0.4% | -63.0% | +63.4% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling