+40.8%
CL vs ALM
+395.6%
-354.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.2% | +7.4% | +0.1% |
| 7D | +2.6% | -6.3% | +8.9% | +2.6% |
| 30D | +11.8% | -31.4% | +43.2% | +11.7% |
| 3M | +5.9% | -40.6% | +46.5% | +5.8% |
| 6M | +13.3% | -58.6% | +72.0% | +13.3% |
| YTD | +27.1% | -7.6% | +34.7% | +26.4% |
| 1Y | +28.0% | +13.8% | +14.2% | +27.1% |
| 3Y | +39.4% | +842.1% | -802.7% | +34.8% |
| 5Y | +40.8% | +407.4% | -366.6% | +36.0% |
| All | +40.8% | +395.6% | -354.8% | +36.0% |
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 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