+41.1%
CLS vs ALM
+318.3%
-277.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | +4.6% | -2.6% | +7.2% | +5.2% |
| 30D | -13.9% | +32.0% | -45.9% | -19.6% |
| 3M | -26.6% | -15.0% | -11.5% | -25.5% |
| 6M | +15.4% | -10.1% | +25.5% | +13.5% |
| YTD | +5.7% | +99.4% | -93.8% | -6.5% |
| 1Y | +41.1% | +316.4% | -275.2% | +5.1% |
| All | +41.1% | +318.3% | -277.2% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling