+102.4%
CL vs ALM
+7,705.7%
-7,603.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | -2.2% | -2.6% | +0.4% | -2.2% |
| 30D | -4.8% | +32.0% | -36.8% | -4.9% |
| 3M | +4.9% | -15.0% | +19.9% | +4.9% |
| 6M | -5.7% | -10.1% | +4.4% | -5.7% |
| YTD | +14.4% | +99.4% | -85.1% | +14.2% |
| 1Y | +8.7% | +316.4% | -307.6% | +8.4% |
| 3Y | +30.0% | +2,022.0% | -1,992.0% | +29.0% |
| 5Y | +28.4% | +941.2% | -912.8% | +27.5% |
| 10Y | +50.1% | +2,950.3% | -2,900.3% | +48.5% |
| All | +102.4% | +7,705.7% | -7,603.3% | +97.4% |
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