+379.0%
CI vs ALM
+3,507.4%
-3,128.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.8% | -2.6% |
| 7D | -1.6% | -6.7% | +5.1% | -1.5% |
| 30D | +5.4% | -32.9% | +38.3% | +5.5% |
| 3M | +7.3% | -39.5% | +46.7% | +7.4% |
| 6M | +5.3% | -62.0% | +67.3% | +5.5% |
| YTD | +8.5% | -7.8% | +16.3% | +8.4% |
| 1Y | +17.1% | +26.7% | -9.6% | +16.9% |
| 3Y | +1.4% | +825.4% | -823.9% | +0.5% |
| 5Y | +50.5% | +401.2% | -350.8% | +49.3% |
| 10Y | +168.5% | +2,074.0% | -1,905.5% | +165.1% |
| All | +379.0% | +3,507.4% | -3,128.5% | +371.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling