+76.3%
CL vs ALM
+2,221.4%
-2,145.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.1% | -6.6% | +1.4% |
| 7D | +0.5% | +0.7% | -0.2% | +0.5% |
| 30D | +11.6% | -26.1% | +37.7% | +11.7% |
| 3M | +5.6% | -38.1% | +43.7% | +5.8% |
| 6M | +13.2% | -55.4% | +68.6% | +13.5% |
| YTD | +26.9% | -0.4% | +27.3% | +26.3% |
| 1Y | +27.3% | +25.4% | +2.0% | +26.5% |
| 3Y | +39.7% | +907.8% | -868.0% | +35.1% |
| 5Y | +41.3% | +440.2% | -398.8% | +36.9% |
| 10Y | +76.3% | +2,031.1% | -1,954.9% | +68.0% |
| All | +76.3% | +2,221.4% | -2,145.2% | +68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling