+126.3%
CL vs ALM
+3,431.9%
-3,305.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.6% | +9.5% | -0.1% |
| 7D | +5.9% | -14.5% | +20.5% | +6.0% |
| 30D | +13.8% | -39.0% | +52.8% | +13.8% |
| 3M | +6.4% | -40.3% | +46.7% | +6.5% |
| 6M | +15.6% | -60.3% | +75.9% | +15.8% |
| YTD | +27.9% | -9.8% | +37.7% | +27.8% |
| 1Y | +31.4% | +30.8% | +0.6% | +31.2% |
| 3Y | +41.4% | +772.4% | -731.0% | +40.5% |
| 5Y | +42.8% | +390.7% | -348.0% | +42.0% |
| 10Y | +79.7% | +2,028.5% | -1,948.8% | +77.9% |
| All | +126.3% | +3,431.9% | -3,305.6% | +121.0% |
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 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