+39.9%
CL vs ALM
+396.4%
-356.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.2% |
| 7D | +1.3% | -6.7% | +8.0% | +1.3% |
| 30D | +11.4% | -32.9% | +44.2% | +11.3% |
| 3M | +4.4% | -39.5% | +43.9% | +4.3% |
| 6M | +10.8% | -62.0% | +72.8% | +10.9% |
| YTD | +25.1% | -7.8% | +33.0% | +24.5% |
| 1Y | +28.0% | +26.7% | +1.3% | +27.0% |
| 3Y | +37.6% | +825.4% | -787.7% | +33.1% |
| All | +39.9% | +396.4% | -356.5% | +35.1% |
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