+43.4%
CL vs ALM
+410.2%
-366.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.7% | -5.9% | +1.8% |
| 7D | +3.2% | +1.2% | +2.0% | +3.2% |
| 30D | +8.0% | -19.3% | +27.4% | +8.0% |
| 3M | +7.9% | -40.6% | +48.5% | +7.8% |
| 6M | +14.7% | -57.9% | +72.6% | +14.7% |
| YTD | +29.2% | -6.7% | +35.9% | +28.5% |
| 1Y | +29.5% | +20.2% | +9.4% | +28.6% |
| 3Y | +40.7% | +879.4% | -838.8% | +36.0% |
| All | +43.4% | +410.2% | -366.9% | +38.5% |
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