+1,751.5%
CLS vs ALM
+2,221.4%
-469.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +8.1% | -0.2% | +7.3% |
| 7D | -10.6% | +0.7% | -11.3% | -10.5% |
| 30D | -38.4% | -26.1% | -12.4% | -37.2% |
| 3M | -29.9% | -38.1% | +8.3% | -27.9% |
| 6M | -40.6% | -55.4% | +14.8% | -38.1% |
| YTD | -24.6% | -0.4% | -24.2% | -23.8% |
| 1Y | -30.8% | +25.4% | -56.1% | -30.6% |
| 3Y | +811.7% | +907.8% | -96.0% | +755.2% |
| 5Y | +1,838.4% | +440.2% | +1,398.3% | +1,729.4% |
| 10Y | +1,751.5% | +2,031.1% | -279.7% | +1,617.3% |
| All | +1,751.5% | +2,221.4% | -469.9% | +1,617.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling