+2,944.0%
CLS vs ALM
+3,219.4%
-275.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.8% | -3.2% | +5.1% |
| 7D | +12.8% | +8.4% | +4.4% | +12.3% |
| 30D | +3.8% | +34.8% | -31.0% | +2.0% |
| 3M | -14.6% | +16.2% | -30.9% | -15.6% |
| 6M | +32.2% | +2.1% | +30.1% | +31.2% |
| YTD | +11.6% | +117.0% | -105.4% | +7.8% |
| 1Y | +35.1% | +313.9% | -278.8% | +27.6% |
| 3Y | +1,312.5% | +2,327.9% | -1,015.4% | +1,158.1% |
| 5Y | +3,542.1% | +1,040.6% | +2,501.4% | +3,182.9% |
| 10Y | +2,944.0% | +3,219.4% | -275.4% | +2,621.2% |
| All | +2,944.0% | +3,219.4% | -275.4% | +2,621.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling